+604.8%
RBA vs ACM
+252.7%
+352.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +3.2% | +6.6% | -3.4% | +1.1% |
| 30D | +12.0% | +19.8% | -7.8% | +5.8% |
| 3M | +2.9% | -3.1% | +6.0% | +3.6% |
| 6M | -6.3% | -11.5% | +5.2% | -3.3% |
| YTD | -5.9% | -24.7% | +18.8% | +2.0% |
| 1Y | -3.9% | -45.1% | +41.2% | +14.5% |
| 3Y | +64.9% | -8.9% | +73.8% | +66.6% |
| 5Y | +48.5% | +5.4% | +43.1% | +41.9% |
| 10Y | +211.8% | +131.1% | +80.7% | +124.5% |
| All | +604.8% | +252.7% | +352.0% | +287.7% |
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