+16.4%
APH vs RBA
-2.0%
+18.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.1% | -8.2% | -6.4% |
| 7D | -2.4% | +12.7% | -15.1% | -4.0% |
| 30D | -9.5% | +15.5% | -25.0% | -11.3% |
| 3M | -7.6% | -14.0% | +6.4% | -3.6% |
| 6M | +12.4% | -8.8% | +21.2% | +13.8% |
| YTD | +17.5% | -6.9% | +24.4% | +16.6% |
| 1Y | +16.4% | -3.0% | +19.4% | +14.6% |
| All | +16.4% | -2.0% | +18.4% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling