+0.2%
AS vs RBA
-3.0%
+3.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +7.1% | +7.3% | -0.2% | +4.7% |
| 30D | +12.8% | +16.9% | -4.1% | +7.1% |
| 3M | -14.7% | -0.5% | -14.2% | -14.8% |
| 6M | -9.9% | -10.4% | +0.5% | -8.6% |
| YTD | -16.1% | -7.2% | -8.9% | -15.4% |
| 1Y | +0.2% | -2.2% | +2.4% | +0.8% |
| All | +0.2% | -3.0% | +3.2% | +0.8% |
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 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