+268.6%
ARM vs RDW
+216.8%
+51.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.7% | -0.9% | -3.7% |
| 7D | +9.1% | +7.2% | +1.9% | +7.4% |
| 30D | -19.9% | -10.3% | -9.6% | -17.9% |
| 3M | -31.6% | -41.4% | +9.8% | -23.0% |
| 6M | -13.9% | -32.5% | +18.7% | -9.1% |
| YTD | +74.3% | +1.7% | +72.6% | +60.8% |
| 1Y | +35.8% | +39.0% | -3.2% | +16.2% |
| 3Y | +268.6% | +214.2% | +54.4% | +61.3% |
| All | +268.6% | +216.8% | +51.8% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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