+164.3%
APD vs RBA
+187.5%
-23.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -2.2% | -2.9% | +0.7% | -1.5% |
| 30D | +2.1% | -12.3% | +14.4% | +5.1% |
| 3M | +7.2% | -20.5% | +27.7% | +12.3% |
| 6M | +11.2% | -18.5% | +29.8% | +15.5% |
| YTD | +24.4% | -18.2% | +42.6% | +28.5% |
| 1Y | +6.7% | -27.5% | +34.2% | +13.6% |
| 3Y | +9.2% | +38.1% | -28.8% | -2.6% |
| 5Y | +27.4% | +44.8% | -17.4% | +9.2% |
| All | +164.3% | +187.5% | -23.2% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling