+228.9%
ARM vs AIG
+30.9%
+198.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.7% | +5.2% |
| 7D | -15.2% | -5.1% | -10.2% | -14.8% |
| 30D | -40.7% | +2.8% | -43.4% | -41.1% |
| 3M | -39.1% | -2.1% | -37.0% | -39.1% |
| 6M | -26.4% | +1.4% | -27.8% | -26.8% |
| YTD | +59.7% | -7.4% | +67.1% | +62.6% |
| 1Y | +10.3% | +4.4% | +5.9% | +7.4% |
| 3Y | +228.9% | +30.0% | +198.8% | +291.3% |
| All | +228.9% | +30.9% | +198.0% | +291.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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