+185.4%
ARM vs RSG
+70.0%
+115.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.4% |
| 7D | -10.4% | +2.0% | -12.3% | -9.2% |
| 30D | -31.8% | +14.2% | -46.0% | -26.5% |
| 3M | -32.2% | +15.8% | -48.0% | -26.3% |
| 6M | -14.9% | +24.6% | -39.5% | -5.9% |
| YTD | +66.0% | +18.2% | +47.8% | +82.5% |
| 1Y | +17.2% | +22.8% | -5.6% | +28.2% |
| 3Y | +247.2% | +62.4% | +184.8% | +341.4% |
| All | +185.4% | +70.0% | +115.4% | +280.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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