+117.6%
ARMK vs RBA
+36.9%
+80.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.4% | -2.9% | +0.5% | -1.7% |
| 30D | 0.0% | -12.3% | +12.3% | +3.3% |
| 3M | +6.7% | -20.5% | +27.2% | +12.3% |
| 6M | +38.8% | -18.5% | +57.4% | +44.4% |
| YTD | +55.2% | -18.2% | +73.4% | +61.0% |
| 1Y | +46.6% | -27.5% | +74.1% | +58.0% |
| All | +117.6% | +36.9% | +80.7% | +98.2% |
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