+44.7%
RBA vs ALC
-9.8%
+54.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -0.5% | -6.2% | +5.6% | +1.7% |
| 30D | +6.8% | +14.0% | -7.2% | +2.0% |
| 3M | +9.5% | -2.4% | +11.8% | +10.2% |
| 6M | -8.2% | +12.6% | -20.8% | -12.3% |
| YTD | -7.7% | -8.4% | +0.7% | -5.6% |
| 1Y | -6.9% | -9.1% | +2.2% | -4.6% |
| 3Y | +61.6% | -0.3% | +61.9% | +54.8% |
| 5Y | +44.7% | -9.9% | +54.6% | +41.2% |
| All | +44.7% | -9.8% | +54.5% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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