+187.8%
APD vs RBA
+236.6%
-48.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.5% |
| 7D | -1.6% | +2.5% | -4.1% | -2.1% |
| 30D | +10.6% | +11.6% | -1.0% | +7.7% |
| 3M | +2.5% | +1.5% | +1.0% | +1.9% |
| 6M | +6.0% | -6.6% | +12.6% | +6.6% |
| YTD | +28.4% | -6.3% | +34.7% | +28.3% |
| 1Y | +22.2% | -4.0% | +26.1% | +21.3% |
| 3Y | +26.6% | +47.3% | -20.7% | +11.4% |
| 5Y | +11.8% | +47.7% | -35.9% | -3.7% |
| 10Y | +187.8% | +224.7% | -36.9% | +93.0% |
| All | +187.8% | +236.6% | -48.8% | +93.0% |
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