+214.2%
ARM vs RVMD
+434.2%
-220.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.2% |
| 7D | +19.8% | -0.7% | +20.6% | +19.8% |
| 30D | -21.8% | -6.4% | -15.4% | -20.7% |
| 3M | -26.5% | -14.1% | -12.4% | -24.3% |
| 6M | -3.9% | +21.0% | -24.9% | -7.2% |
| YTD | +82.8% | +121.4% | -38.6% | +53.3% |
| 1Y | +34.3% | +167.9% | -133.6% | +7.9% |
| 3Y | +282.2% | +794.7% | -512.5% | +144.4% |
| All | +214.2% | +434.2% | -220.1% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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