+19.3%
ARM vs RVTY
+74.0%
-54.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.8% | -4.7% |
| 7D | -18.7% | -3.6% | -15.1% | -17.9% |
| 30D | -36.7% | +1.4% | -38.0% | -36.7% |
| 3M | -31.6% | +43.2% | -74.8% | -37.0% |
| 6M | -5.6% | +84.5% | -90.1% | -21.9% |
| YTD | +75.5% | +65.2% | +10.3% | +49.9% |
| 1Y | +19.3% | +74.3% | -55.0% | +4.2% |
| All | +19.3% | +74.0% | -54.7% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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