+199.6%
ARM vs AAL
-2.0%
+201.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.6% | -4.1% |
| 7D | +9.1% | -0.1% | +9.2% | +9.1% |
| 30D | -19.9% | +11.7% | -31.7% | -24.4% |
| 3M | -31.6% | -12.5% | -19.1% | -27.2% |
| 6M | -13.9% | +3.6% | -17.5% | -15.7% |
| YTD | +74.3% | -14.1% | +88.4% | +83.0% |
| 1Y | +35.8% | +0.8% | +35.0% | +32.5% |
| 3Y | +268.6% | +11.8% | +256.8% | +189.2% |
| All | +199.6% | -2.0% | +201.6% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling