+40.8%
ALB vs RBA
+236.6%
-195.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.0% |
| 7D | +9.5% | +2.5% | +6.9% | +8.5% |
| 30D | -2.1% | +11.6% | -13.7% | -6.1% |
| 3M | -24.1% | +1.5% | -25.7% | -25.0% |
| 6M | -51.0% | -6.6% | -44.4% | -50.6% |
| YTD | -29.3% | -6.3% | -23.1% | -29.1% |
| 1Y | +3.2% | -4.0% | +7.1% | +2.6% |
| 3Y | -9.3% | +47.3% | -56.6% | -22.8% |
| 5Y | -61.6% | +47.7% | -109.3% | -68.1% |
| 10Y | +40.8% | +224.7% | -183.9% | -7.3% |
| All | +40.8% | +236.6% | -195.8% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling