+207.4%
ALAB vs RBA
+25.5%
+181.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.9% |
| 7D | -26.3% | +4.3% | -30.6% | -28.0% |
| 30D | -50.1% | +16.3% | -66.4% | -54.3% |
| 3M | -42.5% | +1.3% | -43.8% | -43.2% |
| 6M | -10.8% | -11.1% | +0.2% | -6.3% |
| YTD | +14.6% | -8.5% | +23.1% | +21.5% |
| 1Y | +17.1% | -2.1% | +19.2% | +20.8% |
| All | +207.4% | +25.5% | +181.9% | +147.1% |
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