+228.9%
ARM vs RBA
+42.3%
+186.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.1% | +5.3% |
| 7D | -15.2% | +4.3% | -19.5% | -16.9% |
| 30D | -40.7% | +16.3% | -57.0% | -45.1% |
| 3M | -39.1% | +1.3% | -40.4% | -39.8% |
| 6M | -26.4% | -11.1% | -15.4% | -23.8% |
| YTD | +59.7% | -8.5% | +68.2% | +61.0% |
| 1Y | +10.3% | -2.1% | +12.5% | +6.2% |
| 3Y | +228.9% | +44.6% | +184.3% | +157.5% |
| All | +228.9% | +42.3% | +186.6% | +157.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling