+228.9%
ARM vs RVTY
+78.0%
+150.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +3.4% |
| 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% | -47.1% |
| 6M | -26.4% | +56.7% | -83.1% | -41.4% |
| YTD | +59.7% | +60.7% | -1.0% | +23.9% |
| 1Y | +10.3% | +73.7% | -63.4% | -18.6% |
| 3Y | +228.9% | +82.8% | +146.1% | +136.5% |
| All | +228.9% | +78.0% | +150.9% | +136.5% |
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