+88.0%
ARM vs RVMD
+414.4%
-326.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.0% |
| 7D | +11.4% | -1.2% | +12.6% | +11.6% |
| 30D | -7.4% | +1.1% | -8.5% | -7.7% |
| 3M | -24.5% | +39.6% | -64.1% | -28.4% |
| 6M | +128.7% | +110.7% | +18.0% | +107.6% |
| YTD | +139.3% | +160.3% | -21.0% | +115.5% |
| 1Y | +88.0% | +404.9% | -317.0% | +73.9% |
| All | +88.0% | +414.4% | -326.5% | +73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling