+228.9%
ARM vs AGI
+141.1%
+87.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +4.0% |
| 7D | -15.2% | +16.0% | -31.2% | -19.4% |
| 30D | -40.7% | +1.0% | -41.6% | -41.0% |
| 3M | -39.1% | +2.5% | -41.5% | -39.9% |
| 6M | -26.4% | -24.0% | -2.4% | -21.1% |
| YTD | +59.7% | -17.2% | +77.0% | +65.5% |
| 1Y | +10.3% | +4.9% | +5.5% | +7.6% |
| 3Y | +228.9% | +142.6% | +86.3% | +151.6% |
| All | +228.9% | +141.1% | +87.7% | +151.6% |
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