+86.1%
ARM vs RBA
-26.5%
+112.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.9% |
| 7D | +5.5% | -2.9% | +8.4% | +6.1% |
| 30D | -8.2% | -12.3% | +4.1% | -5.6% |
| 3M | -35.9% | -20.5% | -15.4% | -33.3% |
| 6M | +103.1% | -18.5% | +121.7% | +108.2% |
| YTD | +130.6% | -18.2% | +148.8% | +143.4% |
| 1Y | +86.1% | -27.5% | +113.6% | +101.6% |
| All | +86.1% | -26.5% | +112.6% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling