-55.4%
APP vs ARM
+18.4%
-73.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -5.3% | +16.0% | +11.4% |
| 7D | +4.5% | -18.7% | +23.2% | +7.6% |
| 30D | -3.6% | -36.7% | +33.1% | +2.2% |
| 3M | -35.3% | -31.6% | -3.6% | -32.4% |
| 6M | -42.8% | -5.6% | -37.2% | -44.7% |
| YTD | -59.7% | +75.5% | -135.1% | -70.0% |
| 1Y | -55.4% | +19.3% | -74.7% | -48.8% |
| All | -55.4% | +18.4% | -73.7% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling