+174.6%
ARM vs RVTY
+38.4%
+136.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +3.5% |
| 7D | -15.2% | -1.2% | -14.0% | -14.5% |
| 30D | -40.7% | +1.0% | -41.7% | -40.6% |
| 3M | -39.1% | +35.8% | -74.9% | -47.0% |
| 6M | -26.4% | +56.7% | -83.1% | -41.3% |
| YTD | +59.7% | +60.7% | -1.0% | +24.5% |
| 1Y | +10.3% | +73.7% | -63.4% | -18.0% |
| 3Y | +228.9% | +82.8% | +146.1% | +138.8% |
| All | +174.6% | +38.4% | +136.2% | +149.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling