+296.4%
ARM vs RCL
+177.7%
+118.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.1% | +4.0% |
| 7D | +5.5% | -5.1% | +10.5% | +8.8% |
| 30D | -8.2% | -19.0% | +10.8% | +4.3% |
| 3M | -35.9% | -9.6% | -26.3% | -32.4% |
| 6M | +103.1% | -6.7% | +109.8% | +110.6% |
| YTD | +130.6% | -3.9% | +134.5% | +128.8% |
| 1Y | +86.1% | -25.1% | +111.2% | +115.0% |
| All | +296.4% | +177.7% | +118.7% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling