+35.8%
ARM vs AA
+6.6%
+29.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.7% | +9.4% | +10.9% |
| 7D | +6.0% | +1.1% | +4.9% | +5.9% |
| 30D | -20.3% | -1.3% | -19.1% | -19.7% |
| 3M | -24.4% | -23.9% | -0.5% | -16.6% |
| 6M | -4.4% | -36.8% | +32.4% | +12.4% |
| YTD | +86.0% | -22.2% | +108.2% | +104.6% |
| 1Y | +35.8% | +10.4% | +25.5% | +38.4% |
| All | +35.8% | +6.6% | +29.2% | +38.4% |
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