-62.1%
ALB vs RBA
+37.7%
-99.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | +9.1% | +4.3% | +4.8% | +7.4% |
| 30D | -3.4% | +16.3% | -19.7% | -8.9% |
| 3M | -20.6% | +1.3% | -21.9% | -21.4% |
| 6M | -48.2% | -11.1% | -37.1% | -46.7% |
| YTD | -29.2% | -8.5% | -20.8% | -28.3% |
| 1Y | +10.0% | -2.1% | +12.1% | +8.4% |
| 3Y | -12.9% | +44.6% | -57.5% | -25.8% |
| All | -62.1% | +37.7% | -99.8% | -66.7% |
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 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