+247.2%
ARM vs AAL
+20.9%
+226.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -10.4% | +10.1% | -20.4% | -14.3% |
| 30D | -31.8% | +10.6% | -42.4% | -35.2% |
| 3M | -32.2% | -5.9% | -26.3% | -30.3% |
| 6M | -14.9% | +5.7% | -20.6% | -17.6% |
| YTD | +66.0% | -8.0% | +74.0% | +68.6% |
| 1Y | +17.2% | +6.0% | +11.2% | +11.7% |
| 3Y | +247.2% | +19.6% | +227.6% | +185.1% |
| All | +247.2% | +20.9% | +226.3% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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