+481.6%
RBA vs ALM
+3,507.4%
-3,025.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.5% | -1.3% |
| 7D | +4.3% | -6.7% | +10.9% | +4.3% |
| 30D | +16.3% | -32.9% | +49.2% | +16.4% |
| 3M | +1.3% | -39.5% | +40.8% | +1.4% |
| 6M | -11.1% | -62.0% | +50.9% | -11.0% |
| YTD | -8.5% | -7.8% | -0.6% | -8.5% |
| 1Y | -2.1% | +26.7% | -28.8% | -2.2% |
| 3Y | +44.6% | +825.4% | -780.8% | +44.2% |
| 5Y | +36.8% | +401.2% | -364.4% | +36.5% |
| 10Y | +227.3% | +2,074.0% | -1,846.7% | +227.0% |
| All | +481.6% | +3,507.4% | -3,025.8% | +480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling