+4,425.5%
ACGL vs RBA
+4,058.7%
+366.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +6.4% | +7.3% | -1.0% | +5.1% |
| 30D | +16.6% | +16.9% | -0.3% | +13.5% |
| 3M | +11.6% | -0.5% | +12.1% | +11.5% |
| 6M | +17.5% | -10.4% | +27.9% | +19.0% |
| YTD | +15.3% | -7.2% | +22.5% | +15.6% |
| 1Y | +26.3% | -2.2% | +28.5% | +25.4% |
| 3Y | +35.9% | +43.7% | -7.8% | +25.3% |
| 5Y | +168.2% | +38.7% | +129.5% | +144.9% |
| 10Y | +352.0% | +231.7% | +120.3% | +250.8% |
| All | +4,425.5% | +4,058.7% | +366.7% | +2,953.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling