+100.2%
ALLY vs RBA
+438.7%
-338.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -1.1% | +7.3% | -8.5% | -3.7% |
| 30D | +4.2% | +16.9% | -12.8% | -1.9% |
| 3M | -12.4% | -0.5% | -11.9% | -12.6% |
| 6M | -8.7% | -10.4% | +1.7% | -6.0% |
| YTD | -11.6% | -7.2% | -4.4% | -10.8% |
| 1Y | +0.2% | -2.2% | +2.4% | -0.8% |
| 3Y | +57.1% | +43.7% | +13.4% | +32.7% |
| 5Y | -6.8% | +38.7% | -45.5% | -22.3% |
| 10Y | +200.4% | +231.7% | -31.4% | +69.5% |
| All | +100.2% | +438.7% | -338.4% | -0.3% |
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 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