+10.3%
ARM vs RBA
-3.3%
+13.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.1% | +4.9% |
| 7D | -15.2% | +4.3% | -19.5% | -15.7% |
| 30D | -40.7% | +16.3% | -57.0% | -42.3% |
| 3M | -39.1% | +1.3% | -40.4% | -38.8% |
| 6M | -26.4% | -11.1% | -15.4% | -24.6% |
| YTD | +59.7% | -8.5% | +68.2% | +64.9% |
| 1Y | +10.3% | -2.1% | +12.5% | +15.2% |
| All | +10.3% | -3.3% | +13.6% | +15.2% |
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