+400.4%
ALAB vs RBA
+12.1%
+388.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.4% | +9.6% |
| 7D | +7.2% | -2.9% | +10.2% | +9.1% |
| 30D | -2.5% | -12.3% | +9.8% | +4.9% |
| 3M | -13.3% | -20.5% | +7.2% | -2.5% |
| 6M | +172.8% | -18.5% | +191.4% | +202.5% |
| YTD | +86.6% | -18.2% | +104.8% | +111.8% |
| 1Y | +65.2% | -27.5% | +92.7% | +98.8% |
| All | +400.4% | +12.1% | +388.3% | +330.7% |
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 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