+296.4%
ARM vs AIG
+32.7%
+263.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.8% | +4.1% |
| 7D | +5.5% | -0.9% | +6.4% | +5.7% |
| 30D | -8.2% | -4.9% | -3.3% | -7.3% |
| 3M | -35.9% | +4.5% | -40.4% | -37.0% |
| 6M | +103.1% | -1.4% | +104.6% | +103.2% |
| YTD | +130.6% | -9.8% | +140.4% | +137.1% |
| 1Y | +86.1% | -4.5% | +90.6% | +86.7% |
| All | +296.4% | +32.7% | +263.7% | +266.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling