+45.9%
RBA vs ABCL
-80.5%
+126.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.7% | -8.1% | -1.7% |
| 7D | +4.3% | -3.2% | +7.4% | +4.3% |
| 30D | +16.3% | -7.4% | +23.7% | +16.6% |
| 3M | +1.3% | +81.9% | -80.6% | -3.7% |
| 6M | -11.1% | +135.7% | -146.8% | -17.7% |
| YTD | -8.5% | +247.4% | -255.8% | -18.2% |
| 1Y | -2.1% | +162.3% | -164.4% | -11.0% |
| 3Y | +44.6% | +165.5% | -120.9% | +27.1% |
| 5Y | +36.8% | -21.3% | +58.1% | +25.5% |
| All | +45.9% | -80.5% | +126.4% | +40.6% |
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