+103.1%
ARM vs AGG
-1.6%
+104.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.9% | +3.5% |
| 7D | +5.5% | -0.2% | +5.6% | +6.8% |
| 30D | -8.2% | -0.4% | -7.8% | -5.4% |
| 3M | -35.9% | -0.7% | -35.3% | -31.9% |
| 6M | +103.1% | -1.5% | +104.6% | +127.4% |
| All | +103.1% | -1.6% | +104.7% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 6mo: compounded portfolio wealth divided by compounded AGG 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…
6mo analysis · Full analysis span regression · 6 months rolling