-4.5%
RBA vs ADVB
-95.9%
+91.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +42.7% | -44.1% | -1.3% |
| 7D | -0.5% | +74.2% | -74.8% | -0.4% |
| 30D | +6.8% | -35.9% | +42.7% | +7.1% |
| 3M | +9.5% | -56.4% | +65.9% | +9.8% |
| 6M | -8.2% | -36.7% | +28.5% | -8.7% |
| YTD | -7.7% | -43.3% | +35.6% | -8.4% |
| 1Y | -6.9% | -63.4% | +56.5% | -7.0% |
| All | -4.5% | -95.9% | +91.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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