+446.2%
APP vs RBA
+66.9%
+379.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.3% | +31.4% | +31.2% |
| 7D | +39.7% | +7.3% | +32.4% | +34.8% |
| 30D | +27.7% | +16.9% | +10.8% | +17.5% |
| 3M | -14.8% | -0.5% | -14.3% | -14.6% |
| 6M | -25.5% | -10.4% | -15.1% | -22.6% |
| YTD | -47.2% | -7.2% | -39.9% | -45.3% |
| 1Y | -42.3% | -2.2% | -40.0% | -41.8% |
| 3Y | +806.8% | +43.7% | +763.1% | +697.0% |
| 5Y | +261.6% | +38.7% | +223.0% | +211.9% |
| All | +446.2% | +66.9% | +379.2% | +350.5% |
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 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