+214.2%
ARM vs AGI
+142.7%
+71.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.5% |
| 7D | +19.8% | -7.5% | +27.3% | +22.5% |
| 30D | -21.8% | -9.9% | -11.9% | -19.6% |
| 3M | -26.5% | -14.2% | -12.4% | -23.5% |
| 6M | -3.9% | -35.2% | +31.3% | +7.5% |
| YTD | +82.8% | -25.2% | +108.0% | +94.8% |
| 1Y | +34.3% | -14.3% | +48.6% | +38.3% |
| 3Y | +282.2% | +127.7% | +154.5% | +202.0% |
| All | +214.2% | +142.7% | +71.5% | +147.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling