+14.1%
APD vs RBA
+48.1%
-34.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -0.2% | +3.2% | -3.4% | -0.8% |
| 30D | +11.0% | +12.0% | -1.0% | +8.8% |
| 3M | +2.0% | +2.9% | -0.9% | +1.3% |
| 6M | +7.1% | -6.3% | +13.3% | +7.4% |
| YTD | +29.8% | -5.9% | +35.7% | +29.4% |
| 1Y | +24.0% | -3.9% | +27.9% | +23.1% |
| 3Y | +27.2% | +64.9% | -37.7% | +13.6% |
| All | +14.1% | +48.1% | -34.0% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling