+268.6%
ARM vs AA
+67.6%
+201.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.9% | -3.8% |
| 7D | +9.1% | +0.5% | +8.6% | +9.1% |
| 30D | -19.9% | -0.6% | -19.4% | -19.4% |
| 3M | -31.6% | -19.7% | -12.0% | -24.3% |
| 6M | -13.9% | -41.6% | +27.7% | +9.5% |
| YTD | +74.3% | -24.6% | +98.9% | +92.3% |
| 1Y | +35.8% | +4.9% | +30.9% | +26.5% |
| 3Y | +268.6% | +66.8% | +201.8% | +155.7% |
| All | +268.6% | +67.6% | +201.0% | +155.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling