+95.0%
ARMK vs RBA
+64.0%
+31.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +2.8% | +0.6% | +2.2% | +2.6% |
| 30D | -1.8% | +9.0% | -10.7% | -4.0% |
| 3M | -10.9% | +7.2% | -18.0% | -12.6% |
| 6M | +21.2% | -7.8% | +29.0% | +22.5% |
| YTD | +47.0% | -6.4% | +53.4% | +47.1% |
| 1Y | +42.9% | -4.2% | +47.0% | +41.7% |
| All | +95.0% | +64.0% | +31.0% | +62.7% |
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