+35.8%
ARM vs RSG
+24.9%
+10.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +9.1% | +2.5% | +6.6% | +13.3% |
| 30D | -19.9% | +12.7% | -32.7% | -2.6% |
| 3M | -31.6% | +17.9% | -49.6% | -10.3% |
| 6M | -13.9% | +25.0% | -38.9% | +22.6% |
| YTD | +74.3% | +20.8% | +53.5% | +140.3% |
| 1Y | +35.8% | +24.3% | +11.5% | +91.4% |
| All | +35.8% | +24.9% | +10.9% | +91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling