+214.0%
ARM vs RRC
+40.4%
+173.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.7% | -9.4% | -11.8% |
| 7D | -27.1% | -6.9% | -20.3% | -25.3% |
| 30D | -44.9% | +25.4% | -70.3% | -49.1% |
| 3M | -39.3% | +31.9% | -71.2% | -45.3% |
| 6M | -20.2% | +17.2% | -37.4% | -25.3% |
| YTD | +52.5% | +43.4% | +9.1% | +25.2% |
| 1Y | +4.1% | +36.7% | -32.7% | -12.6% |
| All | +214.0% | +40.4% | +173.6% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling