+193.0%
ARM vs RGEN
+11.5%
+181.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.1% | +3.5% | +5.5% |
| 7D | -5.3% | +3.5% | -8.8% | -6.2% |
| 30D | -30.0% | +2.9% | -32.9% | -30.4% |
| 3M | -34.1% | +9.2% | -43.2% | -36.3% |
| 6M | -12.6% | +44.9% | -57.6% | -25.2% |
| YTD | +70.4% | +9.2% | +61.2% | +61.1% |
| 1Y | +22.3% | +25.3% | -3.0% | +9.1% |
| 3Y | +261.2% | +21.7% | +239.5% | +222.9% |
| All | +193.0% | +11.5% | +181.5% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling