+193.0%
ARM vs AG
+187.3%
+5.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.7% | +2.0% | +5.3% |
| 7D | -5.3% | +10.8% | -16.2% | -8.2% |
| 30D | -30.0% | -8.2% | -21.9% | -28.2% |
| 3M | -34.1% | -13.7% | -20.4% | -31.5% |
| 6M | -12.6% | -27.3% | +14.6% | -5.6% |
| YTD | +70.4% | -4.6% | +75.0% | +68.7% |
| 1Y | +22.3% | +39.4% | -17.1% | +9.5% |
| 3Y | +261.2% | +244.1% | +17.1% | +147.4% |
| All | +193.0% | +187.3% | +5.7% | +103.2% |
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