+174.6%
ARM vs RVMD
+482.5%
-307.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.2% | -3.5% | +2.9% |
| 7D | -15.2% | +0.5% | -15.7% | -15.2% |
| 30D | -40.7% | -4.3% | -36.4% | -40.1% |
| 3M | -39.1% | -2.8% | -36.3% | -38.8% |
| 6M | -26.4% | +27.3% | -53.7% | -29.7% |
| YTD | +59.7% | +141.4% | -81.7% | +31.6% |
| 1Y | +10.3% | +213.3% | -202.9% | -14.3% |
| 3Y | +228.9% | +792.7% | -563.8% | +107.3% |
| All | +174.6% | +482.5% | -307.9% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling