+47.0%
RBA vs ABCL
-81.0%
+128.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.3% |
| 7D | -0.5% | +4.4% | -5.0% | -0.8% |
| 30D | +6.8% | -7.9% | +14.7% | +7.1% |
| 3M | +9.5% | +12.2% | -2.8% | +8.0% |
| 6M | -8.2% | +134.7% | -143.0% | -15.0% |
| YTD | -7.7% | +239.8% | -247.5% | -17.4% |
| 1Y | -6.9% | +192.7% | -199.6% | -15.9% |
| 3Y | +61.6% | +187.6% | -126.0% | +41.3% |
| 5Y | +44.7% | -22.6% | +67.3% | +32.9% |
| All | +47.0% | -81.0% | +128.0% | +41.9% |
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