-9.9%
ABT vs RBA
+44.6%
-54.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.3% |
| 7D | -3.1% | -1.1% | -2.1% | -3.0% |
| 30D | -2.1% | -13.2% | +11.1% | 0.0% |
| 3M | +17.4% | -21.4% | +38.8% | +21.5% |
| 6M | -2.4% | -20.9% | +18.5% | +0.8% |
| YTD | -14.2% | -19.9% | +5.6% | -11.9% |
| 1Y | -18.3% | -28.7% | +10.3% | -14.6% |
| 3Y | +11.5% | +27.4% | -15.9% | +5.2% |
| 5Y | -9.9% | +41.7% | -51.6% | -21.1% |
| All | -9.9% | +44.6% | -54.5% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling