+185.4%
ARM vs RBA
+53.1%
+132.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | -10.4% | +3.2% | -13.6% | -11.6% |
| 30D | -31.8% | +12.0% | -43.9% | -35.6% |
| 3M | -32.2% | +2.9% | -35.1% | -33.5% |
| 6M | -14.9% | -6.3% | -8.6% | -14.3% |
| YTD | +66.0% | -5.9% | +71.9% | +65.3% |
| 1Y | +17.2% | -3.9% | +21.1% | +14.9% |
| 3Y | +247.2% | +64.9% | +182.3% | +153.6% |
| All | +185.4% | +53.1% | +132.4% | +107.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling