+268.6%
ARM vs AGI
+127.5%
+141.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.5% |
| 7D | +9.1% | -10.1% | +19.2% | +12.6% |
| 30D | -19.9% | -6.5% | -13.4% | -18.6% |
| 3M | -31.6% | -12.8% | -18.8% | -29.1% |
| 6M | -13.9% | -34.3% | +20.4% | -3.7% |
| YTD | +74.3% | -25.6% | +99.9% | +86.3% |
| 1Y | +35.8% | -14.2% | +50.0% | +39.7% |
| 3Y | +268.6% | +127.3% | +141.3% | +189.6% |
| All | +268.6% | +127.5% | +141.1% | +189.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling