+199.6%
ARM vs RBA
+51.5%
+148.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.6% | -5.0% |
| 7D | +9.1% | +1.7% | +7.4% | +8.3% |
| 30D | -19.9% | +8.3% | -28.3% | -23.2% |
| 3M | -31.6% | +10.5% | -42.2% | -35.3% |
| 6M | -13.9% | -5.9% | -8.0% | -13.6% |
| YTD | +74.3% | -6.9% | +81.2% | +74.3% |
| 1Y | +35.8% | -4.9% | +40.7% | +33.6% |
| 3Y | +268.6% | +64.5% | +204.1% | +169.8% |
| All | +199.6% | +51.5% | +148.2% | +118.5% |
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