+2,368.0%
ACN vs RBA
+3,011.0%
-643.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +45.0% |
| 6M | +43.8% | -6.6% | +50.5% | +45.4% |
| YTD | -2.5% | -6.3% | +3.8% | -1.8% |
| 1Y | +6.5% | -4.0% | +10.4% | +6.5% |
| 3Y | -14.2% | +47.3% | -61.4% | -25.0% |
| 5Y | -24.4% | +47.7% | -72.1% | -35.4% |
| 10Y | +156.3% | +224.7% | -68.4% | +69.4% |
| All | +2,368.0% | +3,011.0% | -643.0% | +804.8% |
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