+247.2%
ARM vs RKT
+92.6%
+154.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -1.5% |
| 7D | -10.4% | +4.6% | -15.0% | -11.4% |
| 30D | -31.8% | +25.9% | -57.7% | -35.8% |
| 3M | -32.2% | +5.0% | -37.3% | -33.5% |
| 6M | -14.9% | -7.9% | -7.0% | -14.7% |
| YTD | +66.0% | -25.4% | +91.4% | +71.6% |
| 1Y | +17.2% | -15.4% | +32.6% | +17.4% |
| 3Y | +247.2% | +83.3% | +163.9% | +166.9% |
| All | +247.2% | +92.6% | +154.7% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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