+35.8%
ARM vs ACI
-23.0%
+58.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.4% | +13.4% | +11.4% |
| 7D | +6.0% | -5.3% | +11.3% | +3.4% |
| 30D | -20.3% | +5.0% | -25.4% | -17.9% |
| 3M | -24.4% | +7.5% | -31.9% | -20.6% |
| 6M | -4.4% | -16.0% | +11.6% | -9.7% |
| YTD | +86.0% | -20.6% | +106.7% | +72.2% |
| 1Y | +35.8% | -23.5% | +59.3% | +24.5% |
| All | +35.8% | -23.0% | +58.8% | +24.5% |
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