+391.7%
APP vs RBA
+47.1%
+344.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +0.9% | -2.9% | +3.8% | +2.4% |
| 30D | -23.3% | -12.3% | -11.0% | -17.7% |
| 3M | -42.6% | -20.5% | -22.1% | -36.3% |
| 6M | -33.6% | -18.5% | -15.1% | -27.4% |
| YTD | -52.4% | -18.2% | -34.2% | -47.3% |
| 1Y | -35.9% | -27.5% | -8.4% | -25.1% |
| 3Y | +642.2% | +38.1% | +604.1% | +575.3% |
| 5Y | +311.1% | +44.8% | +266.3% | +262.1% |
| All | +391.7% | +47.1% | +344.5% | +334.0% |
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