+86.1%
ARM vs AG
+125.2%
-39.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +4.5% |
| 7D | +5.5% | +1.0% | +4.4% | +5.0% |
| 30D | -8.2% | +19.2% | -27.4% | -13.5% |
| 3M | -35.9% | +6.2% | -42.1% | -38.0% |
| 6M | +103.1% | -26.7% | +129.8% | +106.1% |
| YTD | +130.6% | +26.1% | +104.5% | +112.6% |
| 1Y | +86.1% | +131.7% | -45.6% | +61.9% |
| All | +86.1% | +125.2% | -39.1% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling