+199.6%
ARM vs AG
+147.1%
+52.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -3.9% |
| 7D | +9.1% | -10.0% | +19.1% | +12.5% |
| 30D | -19.9% | -10.5% | -9.5% | -17.3% |
| 3M | -31.6% | -27.3% | -4.4% | -25.3% |
| 6M | -13.9% | -43.0% | +29.1% | -0.6% |
| YTD | +74.3% | -17.9% | +92.2% | +80.2% |
| 1Y | +35.8% | +11.9% | +23.9% | +29.2% |
| 3Y | +268.6% | +201.8% | +66.8% | +163.7% |
| All | +199.6% | +147.1% | +52.5% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling