+199.6%
ARM vs RVTY
+37.8%
+161.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -3.0% | -3.9% |
| 7D | +9.1% | -0.5% | +9.6% | +9.4% |
| 30D | -19.9% | +1.5% | -21.5% | -19.9% |
| 3M | -31.6% | +31.5% | -63.1% | -39.5% |
| 6M | -13.9% | +62.7% | -76.5% | -32.4% |
| YTD | +74.3% | +60.0% | +14.3% | +36.2% |
| 1Y | +35.8% | +65.7% | -29.9% | +3.6% |
| 3Y | +268.6% | +85.2% | +183.4% | +166.6% |
| All | +199.6% | +37.8% | +161.8% | +173.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling