+10.3%
ARM vs AA
+10.6%
-0.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.8% | +3.6% |
| 7D | -15.2% | +0.9% | -16.1% | -15.4% |
| 30D | -40.7% | -6.7% | -34.0% | -38.9% |
| 3M | -39.1% | -16.3% | -22.7% | -35.3% |
| 6M | -26.4% | -37.1% | +10.7% | -12.8% |
| YTD | +59.7% | -25.0% | +84.8% | +77.3% |
| 1Y | +10.3% | +8.6% | +1.8% | +10.4% |
| All | +10.3% | +10.6% | -0.3% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling