+185.4%
ARM vs ACM
-11.9%
+197.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | -10.4% | +6.6% | -17.0% | -13.5% |
| 30D | -31.8% | +19.8% | -51.6% | -38.6% |
| 3M | -32.2% | -3.1% | -29.1% | -31.6% |
| 6M | -14.9% | -11.5% | -3.4% | -9.7% |
| YTD | +66.0% | -24.7% | +90.7% | +94.8% |
| 1Y | +17.2% | -45.1% | +62.3% | +78.1% |
| 3Y | +247.2% | -8.9% | +256.1% | +230.9% |
| All | +185.4% | -11.9% | +197.3% | +179.3% |
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