+214.2%
ARM vs RL
+256.5%
-42.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.0% |
| 7D | +19.8% | +2.4% | +17.5% | +17.2% |
| 30D | -21.8% | +4.6% | -26.3% | -24.8% |
| 3M | -26.5% | -1.1% | -25.4% | -26.5% |
| 6M | -3.9% | +16.5% | -20.4% | -17.5% |
| YTD | +82.8% | +11.4% | +71.4% | +61.4% |
| 1Y | +34.3% | +16.1% | +18.2% | +12.8% |
| 3Y | +282.2% | +252.6% | +29.6% | -17.7% |
| All | +214.2% | +256.5% | -42.3% | -32.4% |
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