+602.8%
AU vs RBA
+3,315.0%
-2,712.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -7.2% | +1.7% | -8.9% | -7.5% |
| 30D | -2.9% | +8.3% | -11.2% | -4.4% |
| 3M | -8.7% | +10.5% | -19.2% | -10.5% |
| 6M | -14.1% | -5.9% | -8.3% | -13.9% |
| YTD | +4.8% | -6.9% | +11.7% | +5.2% |
| 1Y | +11.9% | -4.9% | +16.7% | +11.9% |
| 3Y | +513.8% | +64.5% | +449.4% | +450.7% |
| 5Y | +379.3% | +46.1% | +333.2% | +330.6% |
| 10Y | +837.1% | +208.2% | +628.8% | +606.3% |
| All | +602.8% | +3,315.0% | -2,712.1% | +317.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling