+44.6%
AU vs RBA
-2.0%
+46.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.1% | +5.9% | +7.7% |
| 7D | +0.8% | +12.7% | -11.9% | -1.0% |
| 30D | -7.0% | +15.5% | -22.5% | -9.1% |
| 3M | +8.5% | -14.0% | +22.6% | +10.7% |
| 6M | -1.3% | -8.8% | +7.6% | -2.5% |
| YTD | +6.8% | -6.9% | +13.7% | +2.3% |
| 1Y | +44.6% | -3.0% | +47.6% | +36.0% |
| All | +44.6% | -2.0% | +46.6% | +36.0% |
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 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