-4.2%
ABT vs RBA
+37.7%
-41.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.0% |
| 7D | +3.5% | +4.3% | -0.8% | +2.8% |
| 30D | +12.0% | +16.3% | -4.3% | +9.2% |
| 3M | +2.5% | +1.3% | +1.1% | +2.1% |
| 6M | +29.1% | -11.1% | +40.1% | +31.0% |
| YTD | -10.1% | -8.5% | -1.6% | -9.5% |
| 1Y | -9.8% | -2.1% | -7.7% | -10.4% |
| 3Y | +23.3% | +44.6% | -21.3% | +12.9% |
| All | -4.2% | +37.7% | -41.9% | -12.9% |
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