+199.6%
ARM vs A
+56.6%
+143.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.2% | -5.0% |
| 7D | +9.1% | -0.5% | +9.6% | +9.5% |
| 30D | -19.9% | 0.0% | -19.9% | -19.3% |
| 3M | -31.6% | +16.7% | -48.3% | -37.9% |
| 6M | -13.9% | +54.8% | -68.7% | -35.9% |
| YTD | +74.3% | +28.8% | +45.5% | +45.6% |
| 1Y | +35.8% | +19.3% | +16.5% | +19.3% |
| 3Y | +268.6% | +65.5% | +203.1% | +143.0% |
| All | +199.6% | +56.6% | +143.0% | +109.3% |
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