+268.0%
APH vs RBA
+48.6%
+219.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.0% | -9.2% |
| 7D | -12.7% | +7.3% | -20.1% | -14.4% |
| 30D | -19.2% | +16.9% | -36.1% | -22.8% |
| 3M | -16.7% | -0.5% | -16.2% | -16.8% |
| 6M | +5.1% | -10.4% | +15.6% | +7.3% |
| YTD | +6.6% | -7.2% | +13.8% | +7.1% |
| 1Y | +3.9% | -2.2% | +6.1% | +2.7% |
| 3Y | +246.0% | +43.7% | +202.3% | +203.0% |
| 5Y | +268.0% | +38.7% | +229.3% | +227.6% |
| All | +268.0% | +48.6% | +219.4% | +227.6% |
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 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