-18.5%
RBA vs ALM
-9.8%
-8.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | -2.9% | -2.6% | -0.3% | -2.9% |
| 30D | -12.3% | +32.0% | -44.3% | -12.3% |
| 3M | -20.5% | -15.0% | -5.5% | -19.6% |
| 6M | -18.5% | -10.1% | -8.4% | -18.5% |
| All | -18.5% | -9.8% | -8.8% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling