+296.4%
ARM vs RVMD
+536.2%
-239.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +5.5% | +1.0% | +4.4% | +5.2% |
| 30D | -8.2% | +6.4% | -14.6% | -9.5% |
| 3M | -35.9% | +34.9% | -70.8% | -39.7% |
| 6M | +103.1% | +107.6% | -4.4% | +74.7% |
| YTD | +130.6% | +163.7% | -33.1% | +86.6% |
| 1Y | +86.1% | +439.2% | -353.1% | +27.4% |
| All | +296.4% | +536.2% | -239.8% | +161.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling