+174.6%
ARM vs ALB
-44.1%
+218.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.4% |
| 7D | -15.2% | +9.1% | -24.3% | -18.1% |
| 30D | -40.7% | -3.4% | -37.3% | -40.1% |
| 3M | -39.1% | -20.6% | -18.5% | -34.5% |
| 6M | -26.4% | -48.2% | +21.8% | -8.6% |
| YTD | +59.7% | -29.2% | +89.0% | +73.6% |
| 1Y | +10.3% | +10.0% | +0.3% | +0.4% |
| 3Y | +228.9% | -12.9% | +241.8% | +185.8% |
| All | +174.6% | -44.1% | +218.7% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling