+86.1%
ARM vs AGI
+17.6%
+68.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.6% |
| 7D | +5.5% | +0.6% | +4.9% | +5.2% |
| 30D | -8.2% | +18.2% | -26.4% | -13.8% |
| 3M | -35.9% | -4.1% | -31.8% | -35.5% |
| 6M | +103.1% | -28.7% | +131.8% | +115.5% |
| YTD | +130.6% | -4.0% | +134.6% | +128.9% |
| 1Y | +86.1% | +17.4% | +68.7% | +76.1% |
| All | +86.1% | +17.6% | +68.5% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling