+228.9%
ARM vs AAL
+9.3%
+219.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +3.8% |
| 7D | -15.2% | +4.6% | -19.8% | -17.1% |
| 30D | -40.7% | +2.6% | -43.2% | -41.5% |
| 3M | -39.1% | -17.8% | -21.3% | -33.3% |
| 6M | -26.4% | +1.9% | -28.3% | -27.5% |
| YTD | +59.7% | -14.0% | +73.8% | +67.6% |
| 1Y | +10.3% | +0.2% | +10.1% | +7.9% |
| 3Y | +228.9% | +13.0% | +215.8% | +159.1% |
| All | +228.9% | +9.3% | +219.6% | +159.1% |
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