-39.5%
ACN vs RBA
+36.9%
-76.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -1.5% | -2.9% | +1.4% | -0.8% |
| 30D | +9.4% | -12.3% | +21.7% | +12.7% |
| 3M | +5.6% | -20.5% | +26.2% | +10.8% |
| 6M | -9.3% | -18.5% | +9.3% | -5.6% |
| YTD | -29.0% | -18.2% | -10.7% | -26.0% |
| 1Y | -24.7% | -27.5% | +2.8% | -19.5% |
| All | -39.5% | +36.9% | -76.5% | -43.3% |
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