+520.8%
APP vs RBA
+68.5%
+452.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.6% |
| 7D | +48.9% | +0.6% | +48.3% | +48.4% |
| 30D | +49.4% | +9.0% | +40.5% | +42.6% |
| 3M | +27.0% | +7.2% | +19.9% | +22.0% |
| 6M | -15.4% | -7.8% | -7.6% | -13.3% |
| YTD | -39.9% | -6.4% | -33.6% | -38.2% |
| 1Y | -32.0% | -4.2% | -27.8% | -30.8% |
| 3Y | +824.3% | +64.1% | +760.3% | +679.0% |
| 5Y | +252.4% | +48.4% | +204.0% | +198.6% |
| All | +520.8% | +68.5% | +452.3% | +409.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling