+302.2%
ARMK vs RBA
+398.0%
-95.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.4% | -2.9% | +0.5% | -1.5% |
| 30D | 0.0% | -12.3% | +12.3% | +4.0% |
| 3M | +6.7% | -20.5% | +27.2% | +13.6% |
| 6M | +38.8% | -18.5% | +57.4% | +46.2% |
| YTD | +55.2% | -18.2% | +73.4% | +62.9% |
| 1Y | +46.6% | -27.5% | +74.1% | +59.9% |
| 3Y | +112.9% | +38.1% | +74.8% | +84.6% |
| 5Y | +144.0% | +44.8% | +99.2% | +101.9% |
| 10Y | +132.4% | +187.1% | -54.7% | +45.4% |
| All | +302.2% | +398.0% | -95.8% | +132.5% |
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