+162.2%
ARM vs RBA
+50.9%
+111.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.3% | -12.8% | -12.9% |
| 7D | -27.1% | +7.3% | -34.5% | -29.6% |
| 30D | -44.9% | +16.9% | -61.8% | -49.2% |
| 3M | -39.3% | -0.5% | -38.8% | -39.5% |
| 6M | -20.2% | -10.4% | -9.8% | -17.5% |
| YTD | +52.5% | -7.2% | +59.7% | +52.8% |
| 1Y | +4.1% | -2.2% | +6.3% | +0.4% |
| 3Y | +211.7% | +43.7% | +168.0% | +138.7% |
| All | +162.2% | +50.9% | +111.3% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling