+12.4%
APD vs RBA
+42.3%
-29.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -3.7% | +4.3% | -7.9% | -4.2% |
| 30D | +9.6% | +16.3% | -6.7% | +7.2% |
| 3M | +1.6% | +1.3% | +0.3% | +1.3% |
| 6M | +2.2% | -11.1% | +13.2% | +3.1% |
| YTD | +25.9% | -8.5% | +34.3% | +25.6% |
| 1Y | +20.1% | -2.1% | +22.3% | +18.2% |
| 3Y | +12.4% | +44.6% | -32.2% | +6.7% |
| All | +12.4% | +42.3% | -29.9% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling