+86.1%
ARM vs ACI
-32.3%
+118.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +3.8% |
| 7D | +5.5% | +0.2% | +5.3% | +5.5% |
| 30D | -8.2% | +5.9% | -14.1% | -6.4% |
| 3M | -35.9% | -19.8% | -16.1% | -40.5% |
| 6M | +103.1% | -24.7% | +127.9% | +85.0% |
| YTD | +130.6% | -24.4% | +155.0% | +111.1% |
| 1Y | +86.1% | -31.5% | +117.6% | +69.6% |
| All | +86.1% | -32.3% | +118.4% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling