+268.6%
ARM vs AG
+195.3%
+73.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -3.9% |
| 7D | +9.1% | -10.0% | +19.1% | +12.6% |
| 30D | -19.9% | -10.5% | -9.5% | -17.1% |
| 3M | -31.6% | -27.3% | -4.4% | -25.0% |
| 6M | -13.9% | -43.0% | +29.1% | +0.1% |
| YTD | +74.3% | -17.9% | +92.2% | +80.0% |
| 1Y | +35.8% | +11.9% | +23.9% | +28.3% |
| 3Y | +268.6% | +201.8% | +66.8% | +155.3% |
| All | +268.6% | +195.3% | +73.3% | +155.3% |
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