+193.0%
ARM vs RMD
+64.9%
+128.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.6% |
| 7D | -5.3% | +1.2% | -6.5% | -5.8% |
| 30D | -30.0% | +2.5% | -32.5% | -30.5% |
| 3M | -34.1% | +11.5% | -45.6% | -36.6% |
| 6M | -12.6% | +14.7% | -27.3% | -17.5% |
| YTD | +70.4% | -1.3% | +71.8% | +71.0% |
| 1Y | +22.3% | -5.3% | +27.5% | +24.7% |
| 3Y | +261.2% | +68.8% | +192.4% | +171.9% |
| All | +193.0% | +64.9% | +128.1% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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