+209.7%
ABT vs RBA
+189.2%
+20.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -4.7% | -1.9% | -2.8% | -4.4% |
| 30D | -3.1% | -13.0% | +9.9% | -0.5% |
| 3M | +16.1% | -23.1% | +39.3% | +21.9% |
| 6M | -5.3% | -22.6% | +17.3% | -0.9% |
| YTD | -14.4% | -20.4% | +5.9% | -11.3% |
| 1Y | -18.4% | -29.6% | +11.2% | -13.3% |
| 3Y | +11.2% | +26.6% | -15.4% | +2.9% |
| 5Y | -9.4% | +38.2% | -47.6% | -19.8% |
| 10Y | +209.7% | +194.7% | +15.0% | +111.8% |
| All | +209.7% | +189.2% | +20.6% | +111.8% |
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