+24.4%
ALAB vs RBA
-3.8%
+28.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -7.5% | +3.2% | -10.7% | -8.9% |
| 30D | -36.8% | +12.0% | -48.8% | -40.8% |
| 3M | -31.9% | +2.9% | -34.7% | -32.2% |
| 6M | +8.2% | -6.3% | +14.5% | +9.6% |
| YTD | +29.9% | -5.9% | +35.8% | +43.2% |
| 1Y | +24.4% | -3.9% | +28.3% | +38.0% |
| All | +24.4% | -3.8% | +28.2% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling