+174.6%
ARM vs ACI
-40.1%
+214.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.4% | +8.1% | +4.0% |
| 7D | -15.2% | -2.2% | -13.0% | -15.5% |
| 30D | -40.7% | +10.3% | -51.0% | -39.3% |
| 3M | -39.1% | +7.2% | -46.3% | -37.8% |
| 6M | -26.4% | -18.0% | -8.4% | -27.4% |
| YTD | +59.7% | -22.0% | +81.7% | +57.1% |
| 1Y | +10.3% | -23.4% | +33.7% | +8.6% |
| 3Y | +228.9% | -35.8% | +264.7% | +249.6% |
| All | +174.6% | -40.1% | +214.7% | +214.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling