+17.2%
ARM vs RBA
-3.8%
+21.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.6% |
| 7D | -10.4% | +3.2% | -13.6% | -10.8% |
| 30D | -31.8% | +12.0% | -43.9% | -33.1% |
| 3M | -32.2% | +2.9% | -35.1% | -32.0% |
| 6M | -14.9% | -6.3% | -8.6% | -14.2% |
| YTD | +66.0% | -5.9% | +71.9% | +68.3% |
| 1Y | +17.2% | -3.9% | +21.1% | +18.8% |
| All | +17.2% | -3.8% | +21.0% | +18.8% |
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