+214.0%
ARM vs RCL
+261.4%
-47.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.1% | -9.9% | -11.2% |
| 7D | -27.1% | +3.9% | -31.0% | -29.0% |
| 30D | -44.9% | +11.8% | -56.7% | -48.7% |
| 3M | -39.3% | -0.8% | -38.4% | -39.5% |
| 6M | -20.2% | +23.6% | -43.8% | -30.4% |
| YTD | +52.5% | +17.6% | +34.9% | +32.8% |
| 1Y | +4.1% | +28.3% | -24.2% | -15.6% |
| All | +214.0% | +261.4% | -47.4% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling