+30.3%
RBA vs ABCL
-81.3%
+111.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -12.3% | +93.1% | -105.4% | -16.7% |
| 3M | -20.5% | +79.4% | -100.0% | -24.4% |
| 6M | -18.5% | +214.9% | -233.4% | -26.0% |
| YTD | -18.2% | +234.2% | -252.4% | -26.4% |
| 1Y | -27.5% | +174.8% | -202.3% | -34.3% |
| 3Y | +38.1% | +104.5% | -66.4% | +23.9% |
| 5Y | +44.8% | -39.0% | +83.8% | +34.3% |
| All | +30.3% | -81.3% | +111.6% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling