+228.9%
ARM vs AG
+219.8%
+9.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +4.2% |
| 7D | -15.2% | +6.3% | -21.5% | -16.9% |
| 30D | -40.7% | -8.9% | -31.7% | -39.0% |
| 3M | -39.1% | -12.2% | -26.9% | -37.0% |
| 6M | -26.4% | -28.3% | +1.9% | -19.8% |
| YTD | +59.7% | -8.8% | +68.6% | +59.8% |
| 1Y | +10.3% | +39.4% | -29.0% | -2.2% |
| 3Y | +228.9% | +229.4% | -0.6% | +106.4% |
| All | +228.9% | +219.8% | +9.1% | +106.4% |
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 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