+193.0%
ARM vs RVMD
+506.3%
-313.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.1% | +2.6% | +5.7% |
| 7D | -5.3% | +6.4% | -11.7% | -6.4% |
| 30D | -30.0% | +5.5% | -35.5% | -30.8% |
| 3M | -34.1% | -2.4% | -31.6% | -33.8% |
| 6M | -12.6% | +41.1% | -53.8% | -18.2% |
| YTD | +70.4% | +151.3% | -80.9% | +39.2% |
| 1Y | +22.3% | +228.1% | -205.8% | -6.0% |
| 3Y | +261.2% | +899.8% | -638.6% | +125.1% |
| All | +193.0% | +506.3% | -313.4% | +95.2% |
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