+528.8%
APP vs RBA
+68.7%
+460.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +3.6% |
| 7D | +79.2% | +2.5% | +76.7% | +77.0% |
| 30D | +48.0% | +11.6% | +36.4% | +39.6% |
| 3M | +18.2% | +1.5% | +16.7% | +16.8% |
| 6M | -12.5% | -6.6% | -5.9% | -10.9% |
| YTD | -39.2% | -6.3% | -32.9% | -37.4% |
| 1Y | -33.9% | -4.0% | -29.9% | -32.8% |
| 3Y | +933.3% | +47.3% | +886.0% | +798.4% |
| 5Y | +295.9% | +47.7% | +248.2% | +235.7% |
| All | +528.8% | +68.7% | +460.2% | +415.8% |
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