+311.3%
ARM vs RDW
+224.6%
+86.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -2.9% | +2.3% |
| 7D | +11.4% | +9.5% | +1.9% | +9.3% |
| 30D | -7.4% | -17.4% | +9.9% | -3.7% |
| 3M | -24.5% | -39.5% | +15.0% | -17.5% |
| 6M | +128.7% | +31.3% | +97.3% | +106.2% |
| YTD | +139.3% | +47.8% | +91.5% | +102.9% |
| 1Y | +88.0% | +33.8% | +54.1% | +58.3% |
| All | +311.3% | +224.6% | +86.7% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling