+193.0%
ARM vs RL
+263.5%
-70.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.8% | +0.9% | +1.6% |
| 7D | -5.3% | +0.2% | -5.6% | -5.5% |
| 30D | -30.0% | +7.3% | -37.4% | -34.2% |
| 3M | -34.1% | +1.0% | -35.1% | -35.3% |
| 6M | -12.6% | +11.8% | -24.4% | -22.0% |
| YTD | +70.4% | +13.6% | +56.8% | +48.1% |
| 1Y | +22.3% | +24.0% | -1.8% | -3.5% |
| 3Y | +261.2% | +256.6% | +4.6% | -23.0% |
| All | +193.0% | +263.5% | -70.6% | -38.0% |
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