+162.2%
ARM vs ACM
-16.8%
+179.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.2% | -10.9% | -11.8% |
| 7D | -27.1% | +5.1% | -32.2% | -29.2% |
| 30D | -44.9% | +11.5% | -56.4% | -48.4% |
| 3M | -39.3% | -10.5% | -28.8% | -35.8% |
| 6M | -20.2% | -20.4% | +0.2% | -9.2% |
| YTD | +52.5% | -28.9% | +81.4% | +84.8% |
| 1Y | +4.1% | -48.7% | +52.8% | +65.2% |
| 3Y | +211.7% | -12.5% | +224.2% | +203.5% |
| All | +162.2% | -16.8% | +179.0% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling