+214.2%
ARM vs A
+55.8%
+158.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -0.3% |
| 7D | +19.8% | +0.7% | +19.1% | +19.4% |
| 30D | -21.8% | +0.8% | -22.6% | -21.6% |
| 3M | -26.5% | +16.9% | -43.4% | -33.3% |
| 6M | -3.9% | +53.8% | -57.7% | -28.1% |
| YTD | +82.8% | +28.1% | +54.7% | +53.3% |
| 1Y | +34.3% | +15.0% | +19.3% | +21.2% |
| 3Y | +282.2% | +63.1% | +219.1% | +155.0% |
| All | +214.2% | +55.8% | +158.4% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling