+268.6%
ARM vs RVMD
+781.3%
-512.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.0% |
| 7D | +9.1% | -10.4% | +19.5% | +12.3% |
| 30D | -19.9% | -11.0% | -9.0% | -17.4% |
| 3M | -31.6% | -14.7% | -16.9% | -28.8% |
| 6M | -13.9% | +14.9% | -28.8% | -16.6% |
| YTD | +74.3% | +116.3% | -42.0% | +38.5% |
| 1Y | +35.8% | +167.6% | -131.8% | +0.2% |
| 3Y | +268.6% | +776.8% | -508.2% | +43.9% |
| All | +268.6% | +781.3% | -512.7% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling