+8.6%
ALB vs RBA
-2.0%
+10.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.2% | +4.9% |
| 7D | -2.1% | +12.7% | -14.7% | -4.4% |
| 30D | -9.0% | +15.5% | -24.5% | -11.8% |
| 3M | -21.1% | -14.0% | -7.1% | -17.1% |
| 6M | -49.9% | -8.8% | -41.1% | -49.1% |
| YTD | -32.3% | -6.9% | -25.4% | -33.3% |
| 1Y | +8.6% | -3.0% | +11.6% | +2.2% |
| All | +8.6% | -2.0% | +10.6% | +2.2% |
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