-34.2%
ALB vs RBA
+36.9%
-71.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.8% | -4.6% |
| 7D | -8.1% | -2.9% | -5.1% | -7.0% |
| 30D | +6.3% | -12.3% | +18.6% | +11.9% |
| 3M | -23.6% | -20.5% | -3.0% | -17.3% |
| 6M | -24.6% | -18.5% | -6.1% | -19.8% |
| YTD | -10.3% | -18.2% | +8.0% | -4.8% |
| 1Y | +61.5% | -27.5% | +89.0% | +81.4% |
| All | -34.2% | +36.9% | -71.1% | -42.4% |
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