+199.6%
ARM vs RMD
+68.0%
+131.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | +9.1% | +2.1% | +7.0% | +8.5% |
| 30D | -19.9% | +2.1% | -22.0% | -20.4% |
| 3M | -31.6% | +6.2% | -37.9% | -33.0% |
| 6M | -13.9% | +19.4% | -33.3% | -19.7% |
| YTD | +74.3% | +0.5% | +73.8% | +74.0% |
| 1Y | +35.8% | -3.9% | +39.7% | +38.1% |
| 3Y | +268.6% | +72.5% | +196.1% | +175.5% |
| All | +199.6% | +68.0% | +131.6% | +128.4% |
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