+296.4%
ARM vs ACWI
+76.5%
+219.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +4.0% |
| 7D | +5.5% | +0.5% | +5.0% | +4.0% |
| 30D | -8.2% | +0.9% | -9.1% | -10.4% |
| 3M | -35.9% | +2.4% | -38.3% | -38.2% |
| 6M | +103.1% | +12.4% | +90.7% | +56.1% |
| YTD | +130.6% | +15.2% | +115.5% | +65.4% |
| 1Y | +86.1% | +22.7% | +63.4% | +12.4% |
| All | +296.4% | +76.5% | +219.9% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 all: compounded portfolio wealth divided by compounded ACWI 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…
all analysis · Full analysis span regression · 6 months rolling