+14.5%
ABT vs RBA
+32.9%
-18.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.7% | -2.9% | -0.8% | -3.3% |
| 30D | +2.5% | -12.3% | +14.8% | +4.1% |
| 3M | +20.2% | -20.5% | +40.7% | +23.5% |
| 6M | -2.9% | -18.5% | +15.6% | -0.7% |
| YTD | -11.9% | -18.2% | +6.3% | -10.2% |
| 1Y | -16.5% | -27.5% | +11.0% | -13.7% |
| All | +14.5% | +32.9% | -18.4% | +9.1% |
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