+512.4%
RBA vs ACM
+230.8%
+281.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.9% | -3.7% | +0.8% | -1.7% |
| 30D | -12.3% | -11.1% | -1.2% | -9.2% |
| 3M | -20.5% | -8.0% | -12.5% | -18.7% |
| 6M | -18.5% | -29.7% | +11.1% | -9.8% |
| YTD | -18.2% | -29.4% | +11.1% | -9.5% |
| 1Y | -27.5% | -46.4% | +18.9% | -13.0% |
| 3Y | +38.1% | -22.3% | +60.4% | +46.5% |
| 5Y | +44.8% | +4.5% | +40.3% | +38.6% |
| 10Y | +187.1% | +127.6% | +59.5% | +107.8% |
| All | +512.4% | +230.8% | +281.6% | +244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling