+219.8%
ARM vs AG
+167.4%
+52.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.1% | +13.2% | +12.4% |
| 7D | +6.0% | -4.0% | +10.1% | +7.4% |
| 30D | -20.3% | -13.1% | -7.3% | -17.0% |
| 3M | -24.4% | -22.0% | -2.3% | -19.1% |
| 6M | -4.4% | -37.3% | +32.9% | +7.4% |
| YTD | +86.0% | -11.2% | +97.2% | +88.0% |
| 1Y | +35.8% | +23.9% | +11.9% | +25.6% |
| 3Y | +289.1% | +225.1% | +63.9% | +172.0% |
| All | +219.8% | +167.4% | +52.4% | +126.4% |
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