+296.4%
ARM vs RBA
+33.0%
+263.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +5.5% | -2.9% | +8.4% | +7.0% |
| 30D | -8.2% | -12.3% | +4.1% | -2.3% |
| 3M | -35.9% | -20.5% | -15.4% | -29.4% |
| 6M | +103.1% | -18.5% | +121.7% | +119.9% |
| YTD | +130.6% | -18.2% | +148.8% | +146.7% |
| 1Y | +86.1% | -27.5% | +113.6% | +114.9% |
| All | +296.4% | +33.0% | +263.5% | +209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling