+199.6%
ARM vs RSG
+73.7%
+126.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +9.1% | +2.5% | +6.6% | +10.6% |
| 30D | -19.9% | +12.7% | -32.7% | -14.1% |
| 3M | -31.6% | +17.9% | -49.6% | -24.8% |
| 6M | -13.9% | +25.0% | -38.9% | -3.7% |
| YTD | +74.3% | +20.8% | +53.5% | +93.9% |
| 1Y | +35.8% | +24.3% | +11.5% | +50.5% |
| 3Y | +268.6% | +65.3% | +203.4% | +374.9% |
| All | +199.6% | +73.7% | +126.0% | +304.5% |
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