+652.5%
APP vs ARM
+349.4%
+303.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +1.2% |
| 7D | +0.9% | +5.5% | -4.6% | -0.6% |
| 30D | -23.3% | -8.2% | -15.1% | -22.0% |
| 3M | -42.6% | -35.9% | -6.7% | -37.1% |
| 6M | -33.6% | +103.1% | -136.7% | -50.9% |
| YTD | -52.4% | +130.6% | -183.0% | -66.2% |
| 1Y | -35.9% | +86.1% | -122.0% | -51.6% |
| All | +652.5% | +349.4% | +303.1% | +369.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling