-63.5%
ALB vs RBA
+46.2%
-109.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -3.6% | -0.5% | -3.0% | -3.4% |
| 30D | -2.9% | +6.8% | -9.7% | -5.4% |
| 3M | -25.8% | +9.5% | -35.3% | -28.7% |
| 6M | -53.6% | -8.2% | -45.4% | -52.9% |
| YTD | -32.4% | -7.7% | -24.6% | -31.7% |
| 1Y | -13.0% | -6.9% | -6.1% | -12.6% |
| 3Y | -15.0% | +61.6% | -76.6% | -30.1% |
| 5Y | -63.5% | +44.7% | -108.2% | -67.8% |
| All | -63.5% | +46.2% | -109.7% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling