+1,436.6%
APD vs RBA
+3,565.6%
-2,128.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 3M | +7.2% | -20.5% | +27.7% | +12.5% |
| 6M | +11.2% | -18.5% | +29.8% | +15.8% |
| YTD | +24.4% | -18.2% | +42.6% | +28.8% |
| 1Y | +6.7% | -27.5% | +34.2% | +13.7% |
| 3Y | +9.2% | +38.1% | -28.8% | -2.1% |
| 5Y | +27.4% | +44.8% | -17.4% | +10.1% |
| 10Y | +164.8% | +187.1% | -22.3% | +86.0% |
| All | +1,436.6% | +3,565.6% | -2,128.9% | +615.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling