+86.1%
ARM vs ALL
+28.3%
+57.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.3% | +2.8% |
| 7D | +5.5% | 0.0% | +5.4% | +5.5% |
| 30D | -8.2% | -1.5% | -6.7% | -9.3% |
| 3M | -35.9% | +23.6% | -59.6% | -21.0% |
| 6M | +103.1% | +22.3% | +80.8% | +149.0% |
| YTD | +130.6% | +26.5% | +104.1% | +185.2% |
| 1Y | +86.1% | +27.0% | +59.1% | +137.7% |
| All | +86.1% | +28.3% | +57.8% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling