+214.0%
ARM vs AG
+214.1%
-0.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.2% | -9.8% | -12.1% |
| 7D | -27.1% | -2.9% | -24.3% | -26.5% |
| 30D | -44.9% | -15.1% | -29.8% | -42.1% |
| 3M | -39.3% | -15.4% | -23.9% | -36.5% |
| 6M | -20.2% | -21.9% | +1.7% | -14.6% |
| YTD | +52.5% | -10.4% | +63.0% | +53.3% |
| 1Y | +4.1% | +39.8% | -35.7% | -7.9% |
| All | +214.0% | +214.1% | -0.1% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling