+296.4%
ARM vs ACM
-17.4%
+313.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +5.5% | -3.7% | +9.2% | +7.8% |
| 30D | -8.2% | -11.1% | +2.9% | -2.3% |
| 3M | -35.9% | -8.0% | -27.9% | -33.8% |
| 6M | +103.1% | -29.7% | +132.8% | +152.6% |
| YTD | +130.6% | -29.4% | +160.0% | +181.2% |
| 1Y | +86.1% | -46.4% | +132.5% | +182.4% |
| All | +296.4% | -17.4% | +313.8% | +303.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling