+174.6%
ARM vs RSG
+69.4%
+105.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.8% | +4.1% |
| 7D | -15.2% | +1.2% | -16.4% | -14.5% |
| 30D | -40.7% | +14.2% | -54.9% | -36.0% |
| 3M | -39.1% | +18.2% | -57.2% | -33.2% |
| 6M | -26.4% | +24.4% | -50.8% | -18.8% |
| YTD | +59.7% | +17.9% | +41.9% | +75.3% |
| 1Y | +10.3% | +22.3% | -12.0% | +20.5% |
| 3Y | +228.9% | +65.1% | +163.7% | +313.9% |
| All | +174.6% | +69.4% | +105.2% | +265.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling