+419.5%
RBA vs ALM
+7,705.7%
-7,286.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.5% |
| 6M | -18.5% | -10.1% | -8.4% | -18.6% |
| YTD | -18.2% | +99.4% | -117.7% | -18.3% |
| 1Y | -27.5% | +316.4% | -343.9% | -27.7% |
| 3Y | +38.1% | +2,022.0% | -1,983.9% | +37.5% |
| 5Y | +44.8% | +941.2% | -896.4% | +44.2% |
| 10Y | +187.1% | +2,950.3% | -2,763.2% | +186.5% |
| All | +419.5% | +7,705.7% | -7,286.2% | +418.1% |
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