+214.2%
ARM vs ALB
-46.6%
+260.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | +19.8% | -3.6% | +23.4% | +21.4% |
| 30D | -21.8% | -2.9% | -18.9% | -21.2% |
| 3M | -26.5% | -25.8% | -0.7% | -18.9% |
| 6M | -3.9% | -53.6% | +49.7% | +24.1% |
| YTD | +82.8% | -32.4% | +115.1% | +101.8% |
| 1Y | +34.3% | -13.0% | +47.3% | +34.0% |
| 3Y | +282.2% | -15.0% | +297.2% | +234.1% |
| All | +214.2% | -46.6% | +260.8% | +230.8% |
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