+186.7%
RBA vs ALM
+2,950.3%
-2,763.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -2.9% | -2.6% | -0.3% | -2.8% |
| 30D | -12.3% | +32.0% | -44.3% | -13.1% |
| 3M | -20.5% | -15.0% | -5.5% | -20.4% |
| 6M | -18.5% | -10.1% | -8.4% | -18.9% |
| YTD | -18.2% | +99.4% | -117.7% | -20.8% |
| 1Y | -27.5% | +316.4% | -343.9% | -31.6% |
| 3Y | +38.1% | +2,022.0% | -1,983.9% | +22.4% |
| 5Y | +44.8% | +941.2% | -896.4% | +29.6% |
| All | +186.7% | +2,950.3% | -2,763.6% | +171.3% |
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