+201.6%
ARM vs ACI
-35.6%
+237.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.5% | -8.8% | -4.4% |
| 7D | -18.7% | +4.5% | -23.2% | -17.7% |
| 30D | -36.7% | +20.9% | -57.5% | -33.9% |
| 3M | -31.6% | +15.2% | -46.9% | -29.1% |
| 6M | -5.6% | -13.3% | +7.7% | -5.4% |
| YTD | +75.5% | -16.2% | +91.7% | +75.4% |
| 1Y | +19.3% | -16.9% | +36.2% | +19.3% |
| 3Y | +258.6% | -30.8% | +289.4% | +286.7% |
| All | +201.6% | -35.6% | +237.3% | +250.8% |
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