+6.1%
AS vs RBA
-3.3%
+9.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | +6.9% | +4.3% | +2.7% | +5.5% |
| 30D | +16.0% | +16.3% | -0.3% | +10.4% |
| 3M | -12.8% | +1.3% | -14.2% | -13.3% |
| 6M | -15.4% | -11.1% | -4.3% | -13.9% |
| YTD | -15.7% | -8.5% | -7.3% | -13.8% |
| 1Y | +6.1% | -2.1% | +8.2% | +9.9% |
| All | +6.1% | -3.3% | +9.3% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling