+47.3%
RBA vs ABCL
+196.9%
-149.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.8% | +2.1% |
| 7D | +2.5% | +12.4% | -9.9% | +1.8% |
| 30D | +11.6% | -0.4% | +11.9% | +11.4% |
| 3M | +1.5% | +80.4% | -78.9% | -3.1% |
| 6M | -6.6% | +138.5% | -145.2% | -13.3% |
| YTD | -6.3% | +265.5% | -271.8% | -16.3% |
| 1Y | -4.0% | +219.7% | -223.6% | -13.6% |
| 3Y | +47.3% | +209.4% | -162.1% | +26.2% |
| All | +47.3% | +196.9% | -149.6% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling