+32.5%
ACGL vs RBA
+42.3%
-9.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.6% | -2.8% |
| 7D | +0.9% | +4.3% | -3.4% | +0.3% |
| 30D | +13.7% | +16.3% | -2.6% | +11.4% |
| 3M | +8.0% | +1.3% | +6.7% | +7.7% |
| 6M | +13.3% | -11.1% | +24.3% | +14.5% |
| YTD | +11.8% | -8.5% | +20.3% | +11.7% |
| 1Y | +22.2% | -2.1% | +24.4% | +20.3% |
| 3Y | +32.5% | +44.6% | -12.1% | +28.0% |
| All | +32.5% | +42.3% | -9.8% | +28.0% |
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