-14.2%
ACN vs RBA
+48.1%
-62.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.0% |
| 7D | -2.5% | +2.5% | -5.0% | -3.1% |
| 30D | +22.6% | +11.6% | +11.1% | +19.2% |
| 3M | +45.9% | +1.5% | +44.4% | +44.7% |
| 6M | +43.8% | -6.6% | +50.5% | +44.5% |
| YTD | -2.5% | -6.3% | +3.8% | -2.0% |
| 1Y | +6.5% | -4.0% | +10.4% | +6.4% |
| 3Y | -14.2% | +47.3% | -61.4% | -19.3% |
| All | -14.2% | +48.1% | -62.3% | -19.3% |
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