+185.4%
ARM vs AA
+40.5%
+144.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -0.6% |
| 7D | -10.4% | +1.2% | -11.6% | -10.6% |
| 30D | -31.8% | -5.0% | -26.8% | -30.0% |
| 3M | -32.2% | -22.2% | -10.0% | -24.5% |
| 6M | -14.9% | -36.3% | +21.4% | +3.4% |
| YTD | +66.0% | -24.2% | +90.2% | +82.2% |
| 1Y | +17.2% | +3.9% | +13.3% | +10.2% |
| 3Y | +247.2% | +67.6% | +179.6% | +149.8% |
| All | +185.4% | +40.5% | +144.9% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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