+87.7%
ARM vs RGTI
-0.1%
+87.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +2.1% |
| 7D | +12.5% | +2.5% | +10.0% | +11.7% |
| 30D | -1.4% | -13.7% | +12.3% | +2.4% |
| 3M | -18.7% | -22.6% | +3.9% | -13.4% |
| 6M | +124.6% | -13.4% | +138.0% | +130.1% |
| YTD | +141.7% | -31.2% | +172.9% | +152.0% |
| 1Y | +87.7% | -7.6% | +95.3% | +163.3% |
| All | +87.7% | -0.1% | +87.7% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling