+120.4%
AS vs RBA
+33.7%
+86.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.4% |
| 7D | -4.9% | -2.9% | -2.0% | -3.6% |
| 30D | -19.6% | -12.3% | -7.3% | -14.7% |
| 3M | -14.4% | -20.5% | +6.1% | -6.4% |
| 6M | -20.1% | -18.5% | -1.6% | -14.1% |
| YTD | -20.9% | -18.2% | -2.7% | -15.7% |
| 1Y | -21.9% | -27.5% | +5.6% | -11.2% |
| All | +120.4% | +33.7% | +86.6% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling