+296.4%
ARM vs A
+35.6%
+260.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.5% |
| 7D | +5.5% | -1.9% | +7.4% | +6.8% |
| 30D | -8.2% | +6.9% | -15.1% | -12.3% |
| 3M | -35.9% | +9.2% | -45.2% | -40.0% |
| 6M | +103.1% | +25.7% | +77.4% | +71.7% |
| YTD | +130.6% | +11.5% | +119.1% | +110.6% |
| 1Y | +86.1% | +18.4% | +67.7% | +61.7% |
| All | +296.4% | +35.6% | +260.8% | +202.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling