+132.6%
ARMK vs RBA
+225.5%
-92.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -0.7% | +3.2% | -3.9% | -1.9% |
| 30D | -1.3% | +12.0% | -13.3% | -5.6% |
| 3M | -2.5% | +2.9% | -5.4% | -4.2% |
| 6M | +20.8% | -6.3% | +27.1% | +21.4% |
| YTD | +48.2% | -5.9% | +54.1% | +48.0% |
| 1Y | +45.7% | -3.9% | +49.6% | +44.3% |
| 3Y | +96.6% | +64.9% | +31.7% | +54.4% |
| 5Y | +106.6% | +48.5% | +58.1% | +63.2% |
| 10Y | +132.6% | +211.8% | -79.2% | +12.1% |
| All | +132.6% | +225.5% | -92.9% | +12.1% |
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