+38.7%
RBA vs ABCL
-30.0%
+68.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.4% | +9.0% | +0.3% |
| 7D | +7.3% | -14.9% | +22.2% | +8.4% |
| 30D | +16.9% | -15.4% | +32.3% | +18.0% |
| 3M | -0.5% | +88.0% | -88.5% | -6.7% |
| 6M | -10.4% | +138.8% | -149.3% | -18.6% |
| YTD | -7.2% | +225.4% | -232.7% | -18.6% |
| 1Y | -2.2% | +137.3% | -139.6% | -12.1% |
| 3Y | +43.7% | +136.8% | -93.1% | +24.2% |
| 5Y | +38.7% | -26.2% | +64.9% | +27.6% |
| All | +38.7% | -30.0% | +68.7% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling