+180.2%
RBA vs ALC
+24.0%
+156.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.1% |
| 7D | -2.9% | -2.1% | -0.8% | -2.2% |
| 30D | -12.3% | -0.1% | -12.2% | -12.3% |
| 3M | -20.5% | +5.9% | -26.4% | -22.3% |
| 6M | -18.5% | -15.9% | -2.6% | -13.9% |
| YTD | -18.2% | -10.1% | -8.1% | -15.7% |
| 1Y | -27.5% | -10.2% | -17.3% | -25.4% |
| 3Y | +38.1% | -13.6% | +51.6% | +41.0% |
| 5Y | +44.8% | -15.1% | +59.9% | +45.8% |
| All | +180.2% | +24.0% | +156.2% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling