+47.0%
RBA vs ACM
+5.0%
+42.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -2.9% | -3.7% | +0.8% | -1.5% |
| 30D | -12.3% | -11.1% | -1.2% | -8.5% |
| 3M | -20.5% | -8.0% | -12.5% | -18.2% |
| 6M | -18.5% | -29.7% | +11.1% | -7.5% |
| YTD | -18.2% | -29.4% | +11.1% | -7.1% |
| 1Y | -27.5% | -46.4% | +18.9% | -9.4% |
| 3Y | +38.1% | -22.3% | +60.4% | +47.5% |
| All | +47.0% | +5.0% | +42.1% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling