+224.7%
RBA vs ALM
+2,221.4%
-1,996.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.1% | -5.7% | +2.2% |
| 7D | +2.5% | +0.7% | +1.8% | +2.5% |
| 30D | +11.6% | -26.1% | +37.6% | +12.5% |
| 3M | +1.5% | -38.1% | +39.6% | +2.7% |
| 6M | -6.6% | -55.4% | +48.8% | -4.9% |
| YTD | -6.3% | -0.4% | -5.9% | -7.4% |
| 1Y | -4.0% | +25.4% | -29.3% | -6.0% |
| 3Y | +47.3% | +907.8% | -860.5% | +33.8% |
| 5Y | +47.7% | +440.2% | -392.5% | +34.9% |
| 10Y | +224.7% | +2,031.1% | -1,806.4% | +212.3% |
| All | +224.7% | +2,221.4% | -1,996.7% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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