+224.7%
RBA vs ACM
+147.1%
+77.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.8% | +0.4% |
| 7D | +2.5% | +6.9% | -4.4% | -0.1% |
| 30D | +11.6% | +19.1% | -7.5% | +4.4% |
| 3M | +1.5% | -6.9% | +8.4% | +3.8% |
| 6M | -6.6% | -12.0% | +5.4% | -2.9% |
| YTD | -6.3% | -25.1% | +18.9% | +3.6% |
| 1Y | -4.0% | -45.4% | +41.5% | +19.0% |
| 3Y | +47.3% | -6.9% | +54.2% | +47.0% |
| 5Y | +47.7% | +3.7% | +43.9% | +39.4% |
| 10Y | +224.7% | +135.8% | +88.9% | +119.8% |
| All | +224.7% | +147.1% | +77.6% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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