+162.2%
ARM vs ABCL
+110.8%
+51.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -9.4% | -3.7% | -10.0% |
| 7D | -27.1% | -14.9% | -12.2% | -23.0% |
| 30D | -44.9% | -15.4% | -29.5% | -41.6% |
| 3M | -39.3% | +88.0% | -127.3% | -53.2% |
| 6M | -20.2% | +138.8% | -159.0% | -44.7% |
| YTD | +52.5% | +225.4% | -172.9% | -7.6% |
| 1Y | +4.1% | +137.3% | -133.2% | -29.9% |
| 3Y | +211.7% | +136.8% | +74.9% | +106.5% |
| All | +162.2% | +110.8% | +51.4% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling