+50.0%
RBA vs ABCL
-79.6%
+129.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +3.2% | +2.3% | +0.9% | +3.0% |
| 30D | +12.0% | -0.7% | +12.7% | +11.8% |
| 3M | +2.9% | +33.4% | -30.5% | +0.3% |
| 6M | -6.3% | +137.8% | -144.0% | -13.2% |
| YTD | -5.9% | +264.3% | -270.2% | -16.1% |
| 1Y | -3.9% | +209.2% | -213.1% | -13.4% |
| 3Y | +64.9% | +208.4% | -143.5% | +43.5% |
| 5Y | +48.5% | -11.9% | +60.4% | +35.6% |
| All | +50.0% | -79.6% | +129.5% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling