+219.8%
ARM vs RVTY
+41.2%
+178.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.5% | +12.6% | +12.3% |
| 7D | +6.0% | -0.7% | +6.8% | +6.7% |
| 30D | -20.3% | +1.7% | -22.1% | -20.4% |
| 3M | -24.4% | +36.8% | -61.2% | -34.4% |
| 6M | -4.4% | +60.1% | -64.5% | -24.4% |
| YTD | +86.0% | +64.0% | +22.1% | +43.7% |
| 1Y | +35.8% | +68.2% | -32.4% | +3.0% |
| 3Y | +289.1% | +88.8% | +200.3% | +178.7% |
| All | +219.8% | +41.2% | +178.6% | +188.0% |
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