+174.6%
ARM vs RL
+243.5%
-68.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.9% |
| 7D | -15.2% | -4.2% | -11.1% | -12.0% |
| 30D | -40.7% | +4.3% | -44.9% | -42.9% |
| 3M | -39.1% | -4.6% | -34.5% | -37.2% |
| 6M | -26.4% | +1.7% | -28.1% | -28.4% |
| YTD | +59.7% | +7.3% | +52.4% | +45.8% |
| 1Y | +10.3% | +20.8% | -10.5% | -11.3% |
| 3Y | +228.9% | +247.0% | -18.1% | -27.7% |
| All | +174.6% | +243.5% | -68.9% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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