+296.4%
ARM vs AGI
+211.7%
+84.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.5% |
| 7D | +5.5% | +0.6% | +4.9% | +5.2% |
| 30D | -8.2% | +18.2% | -26.4% | -13.0% |
| 3M | -35.9% | -4.1% | -31.8% | -35.5% |
| 6M | +103.1% | -28.7% | +131.8% | +117.5% |
| YTD | +130.6% | -4.0% | +134.6% | +128.9% |
| 1Y | +86.1% | +17.4% | +68.7% | +75.0% |
| All | +296.4% | +211.7% | +84.7% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling