+214.0%
ARM vs RVTY
+73.0%
+140.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.4% | -7.7% | -10.6% |
| 7D | -27.1% | -9.0% | -18.1% | -23.7% |
| 30D | -44.9% | -1.6% | -43.3% | -44.1% |
| 3M | -39.3% | +31.2% | -70.5% | -46.4% |
| 6M | -20.2% | +63.6% | -83.8% | -37.9% |
| YTD | +52.5% | +56.3% | -3.8% | +19.8% |
| 1Y | +4.1% | +63.3% | -59.3% | -20.8% |
| All | +214.0% | +73.0% | +140.9% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling