+86.1%
ARM vs RCL
-23.9%
+110.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.1% | +4.0% |
| 7D | +5.5% | -5.1% | +10.5% | +7.8% |
| 30D | -8.2% | -19.0% | +10.8% | +0.6% |
| 3M | -35.9% | -9.6% | -26.3% | -33.4% |
| 6M | +103.1% | -6.7% | +109.8% | +105.0% |
| YTD | +130.6% | -3.9% | +134.5% | +135.2% |
| 1Y | +86.1% | -25.1% | +111.2% | +80.7% |
| All | +86.1% | -23.9% | +110.0% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling