+216.5%
AZN vs RBA
+206.5%
+10.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -0.2% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | +1.1% | -2.9% | +4.0% | +1.5% |
| 3M | -12.1% | -20.9% | +8.8% | -9.4% |
| 6M | -17.1% | -17.7% | +0.5% | -15.2% |
| YTD | -12.0% | -18.2% | +6.2% | -10.2% |
| 1Y | -0.2% | -29.1% | +28.9% | +4.2% |
| 3Y | +26.8% | +29.5% | -2.8% | +18.4% |
| 5Y | +56.9% | +40.2% | +16.6% | +41.8% |
| All | +216.5% | +206.5% | +10.0% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling