+86.1%
ARM vs RVTY
+57.1%
+29.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | +5.5% | +1.1% | +4.4% | +5.1% |
| 30D | -8.2% | +13.2% | -21.4% | -11.6% |
| 3M | -35.9% | +27.2% | -63.2% | -41.3% |
| 6M | +103.1% | +32.4% | +70.7% | +78.6% |
| YTD | +130.6% | +34.9% | +95.8% | +101.1% |
| 1Y | +86.1% | +52.4% | +33.7% | +55.9% |
| All | +86.1% | +57.1% | +29.0% | +55.9% |
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