+199.6%
ARM vs ACM
-12.1%
+211.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.9% |
| 7D | +9.1% | +5.6% | +3.5% | +5.7% |
| 30D | -19.9% | +20.8% | -40.8% | -28.4% |
| 3M | -31.6% | +11.4% | -43.0% | -36.2% |
| 6M | -13.9% | +0.9% | -14.8% | -16.2% |
| YTD | +74.3% | -24.8% | +99.1% | +104.6% |
| 1Y | +35.8% | -46.4% | +82.2% | +111.5% |
| 3Y | +268.6% | -9.2% | +277.8% | +251.9% |
| All | +199.6% | -12.1% | +211.7% | +193.3% |
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