+185.4%
ARM vs ALB
-46.5%
+231.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -1.1% |
| 7D | -10.4% | +5.3% | -15.6% | -12.3% |
| 30D | -31.8% | -6.3% | -25.6% | -30.5% |
| 3M | -32.2% | -27.4% | -4.8% | -24.7% |
| 6M | -14.9% | -53.1% | +38.2% | +9.5% |
| YTD | +66.0% | -32.3% | +98.4% | +83.2% |
| 1Y | +17.2% | -7.3% | +24.5% | +14.0% |
| 3Y | +247.2% | -14.9% | +262.1% | +203.3% |
| All | +185.4% | -46.5% | +231.9% | +200.3% |
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