+10.3%
ARM vs RCL
+30.9%
-20.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.4% | +4.1% |
| 7D | -15.2% | +6.5% | -21.7% | -17.7% |
| 30D | -40.7% | +15.9% | -56.6% | -44.6% |
| 3M | -39.1% | +2.7% | -41.8% | -39.7% |
| 6M | -26.4% | +15.2% | -41.6% | -31.8% |
| YTD | +59.7% | +19.2% | +40.5% | +47.7% |
| 1Y | +10.3% | +31.6% | -21.3% | +3.7% |
| All | +10.3% | +30.9% | -20.5% | +3.7% |
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