-24.4%
ACN vs RBA
+47.6%
-72.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.0% |
| 7D | -2.5% | +2.5% | -5.0% | -3.2% |
| 30D | +22.6% | +11.6% | +11.1% | +18.8% |
| 3M | +45.9% | +1.5% | +44.4% | +44.8% |
| 6M | +43.8% | -6.6% | +50.5% | +45.0% |
| YTD | -2.5% | -6.3% | +3.8% | -1.9% |
| 1Y | +6.5% | -4.0% | +10.4% | +6.3% |
| 3Y | -14.2% | +47.3% | -61.4% | -24.6% |
| 5Y | -24.4% | +47.7% | -72.1% | -31.7% |
| All | -24.4% | +47.6% | -72.0% | -31.7% |
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