+174.6%
ARM vs AG
+174.4%
+0.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +4.2% |
| 7D | -15.2% | +6.3% | -21.5% | -16.8% |
| 30D | -40.7% | -8.9% | -31.7% | -39.1% |
| 3M | -39.1% | -12.2% | -26.9% | -37.1% |
| 6M | -26.4% | -28.3% | +1.9% | -20.1% |
| YTD | +59.7% | -8.8% | +68.6% | +60.2% |
| 1Y | +10.3% | +39.4% | -29.0% | -1.0% |
| 3Y | +228.9% | +229.4% | -0.6% | +128.2% |
| All | +174.6% | +174.4% | +0.2% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling