+162.2%
ARM vs ALB
-44.6%
+206.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +3.6% | -16.7% | -14.3% |
| 7D | -27.1% | +5.5% | -32.6% | -28.7% |
| 30D | -44.9% | -7.5% | -37.4% | -43.5% |
| 3M | -39.3% | -16.9% | -22.3% | -35.7% |
| 6M | -20.2% | -49.2% | +29.0% | -0.2% |
| YTD | +52.5% | -29.9% | +82.4% | +66.2% |
| 1Y | +4.1% | +8.2% | -4.1% | -4.7% |
| 3Y | +211.7% | -19.4% | +231.1% | +179.5% |
| All | +162.2% | -44.6% | +206.8% | +172.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling