+129.4%
ARMK vs RBA
+236.6%
-107.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.3% |
| 7D | +0.9% | +2.5% | -1.6% | 0.0% |
| 30D | -0.4% | +11.6% | -11.9% | -4.6% |
| 3M | -2.0% | +1.5% | -3.5% | -3.2% |
| 6M | +22.0% | -6.6% | +28.6% | +22.7% |
| YTD | +49.6% | -6.3% | +55.9% | +49.7% |
| 1Y | +46.4% | -4.0% | +50.3% | +44.9% |
| 3Y | +103.2% | +47.3% | +55.9% | +66.6% |
| 5Y | +108.1% | +47.7% | +60.5% | +65.1% |
| 10Y | +129.4% | +224.7% | -95.3% | +11.9% |
| All | +129.4% | +236.6% | -107.1% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling