+42.4%
ARM vs RVMD
+169.1%
-126.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.2% |
| 7D | +19.8% | -0.7% | +20.6% | +19.7% |
| 30D | -21.8% | -6.4% | -15.4% | -20.6% |
| 3M | -26.5% | -14.1% | -12.4% | -24.1% |
| 6M | -3.9% | +21.0% | -24.9% | -6.0% |
| YTD | +82.8% | +121.4% | -38.6% | +68.1% |
| All | +42.4% | +169.1% | -126.7% | +29.5% |
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