+296.4%
ARM vs ALB
-29.1%
+325.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.4% | +8.4% | +5.4% |
| 7D | +5.5% | -8.1% | +13.5% | +8.3% |
| 30D | -8.2% | +6.3% | -14.5% | -10.7% |
| 3M | -35.9% | -23.6% | -12.4% | -29.8% |
| 6M | +103.1% | -24.6% | +127.7% | +118.6% |
| YTD | +130.6% | -10.3% | +140.9% | +130.8% |
| 1Y | +86.1% | +61.5% | +24.6% | +45.3% |
| All | +296.4% | -29.1% | +325.6% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling