+174.6%
ARM vs ACM
-16.8%
+191.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | -15.2% | +5.4% | -20.6% | -17.8% |
| 30D | -40.7% | +15.1% | -55.8% | -45.4% |
| 3M | -39.1% | -10.5% | -28.6% | -35.6% |
| 6M | -26.4% | -19.7% | -6.7% | -16.8% |
| YTD | +59.7% | -28.8% | +88.6% | +93.5% |
| 1Y | +10.3% | -47.9% | +58.2% | +72.5% |
| 3Y | +228.9% | -12.4% | +241.2% | +219.8% |
| All | +174.6% | -16.8% | +191.4% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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