+68.3%
AU vs RBA
-30.1%
+98.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.1% |
| 7D | -7.0% | -3.3% | -3.7% | -6.5% |
| 30D | +7.3% | -9.8% | +17.1% | +9.0% |
| 3M | +33.2% | -23.5% | +56.7% | +35.7% |
| 6M | -0.6% | -21.5% | +20.9% | -0.1% |
| YTD | +26.2% | -21.2% | +47.3% | +27.1% |
| 1Y | +68.3% | -30.2% | +98.5% | +72.7% |
| All | +68.3% | -30.1% | +98.4% | +72.7% |
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