+1,194.1%
ALB vs RBA
+4,003.4%
-2,809.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | +9.1% | +4.3% | +4.8% | +7.6% |
| 30D | -3.4% | +16.3% | -19.7% | -8.4% |
| 3M | -20.6% | +1.3% | -21.9% | -21.4% |
| 6M | -48.2% | -11.1% | -37.1% | -46.9% |
| YTD | -29.2% | -8.5% | -20.8% | -28.4% |
| 1Y | +10.0% | -2.1% | +12.1% | +8.9% |
| 3Y | -12.9% | +44.6% | -57.5% | -24.6% |
| 5Y | -61.3% | +36.8% | -98.1% | -66.6% |
| 10Y | +35.8% | +227.3% | -191.5% | -14.4% |
| All | +1,194.1% | +4,003.4% | -2,809.4% | +449.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling