+605.8%
AU vs RBA
+26.3%
+579.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | +12.3% | -13.0% | +25.3% | +16.3% |
| 3M | +29.4% | -23.1% | +52.5% | +36.4% |
| 6M | +3.2% | -22.6% | +25.8% | +8.4% |
| YTD | +31.8% | -20.4% | +52.2% | +37.0% |
| 1Y | +83.4% | -29.6% | +113.0% | +98.1% |
| All | +605.8% | +26.3% | +579.5% | +511.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling