+193.0%
ARM vs A
+62.2%
+130.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.1% | +3.6% | +4.6% |
| 7D | -5.3% | +4.8% | -10.1% | -7.9% |
| 30D | -30.0% | +5.6% | -35.7% | -32.0% |
| 3M | -34.1% | +23.6% | -57.7% | -42.4% |
| 6M | -12.6% | +56.4% | -69.0% | -35.4% |
| YTD | +70.4% | +33.4% | +37.0% | +39.2% |
| 1Y | +22.3% | +23.7% | -1.4% | +4.9% |
| 3Y | +261.2% | +71.0% | +190.2% | +133.3% |
| All | +193.0% | +62.2% | +130.7% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling