+193.0%
ARM vs RVTY
+43.5%
+149.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.6% | +3.1% | +5.0% |
| 7D | -5.3% | +6.0% | -11.3% | -7.4% |
| 30D | -30.0% | +4.3% | -34.3% | -30.9% |
| 3M | -34.1% | +40.2% | -74.3% | -43.4% |
| 6M | -12.6% | +59.3% | -71.9% | -30.6% |
| YTD | +70.4% | +66.5% | +3.9% | +30.7% |
| 1Y | +22.3% | +77.5% | -55.2% | -9.9% |
| 3Y | +261.2% | +92.5% | +168.7% | +156.6% |
| All | +193.0% | +43.5% | +149.5% | +162.0% |
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