-14.0%
ABT vs RBA
-5.8%
-8.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +1.0% |
| 7D | -1.3% | +1.7% | -3.0% | -1.5% |
| 30D | +6.0% | +8.3% | -2.3% | +4.9% |
| 3M | -1.9% | +10.5% | -12.4% | -3.2% |
| 6M | +31.2% | -5.9% | +37.0% | +31.5% |
| YTD | -11.2% | -6.9% | -4.4% | -12.2% |
| 1Y | -14.0% | -4.9% | -9.1% | -15.6% |
| All | -14.0% | -5.8% | -8.1% | -15.6% |
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 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