+272.1%
ARMK vs RBA
+457.5%
-185.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.9% |
| 7D | -2.6% | +4.3% | -6.9% | -4.0% |
| 30D | -5.2% | +16.3% | -21.5% | -10.0% |
| 3M | -6.5% | +1.3% | -7.8% | -7.5% |
| 6M | +15.3% | -11.1% | +26.3% | +17.8% |
| YTD | +43.6% | -8.5% | +52.1% | +44.8% |
| 1Y | +42.1% | -2.1% | +44.2% | +40.0% |
| 3Y | +94.0% | +44.6% | +49.4% | +65.5% |
| 5Y | +96.3% | +36.8% | +59.4% | +66.2% |
| 10Y | +126.7% | +227.3% | -100.6% | +36.0% |
| All | +272.1% | +457.5% | -185.3% | +106.8% |
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