+199.6%
ARM vs ALL
+159.2%
+40.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.5% |
| 7D | +9.1% | +5.0% | +4.1% | +11.3% |
| 30D | -19.9% | +13.3% | -33.3% | -15.6% |
| 3M | -31.6% | +3.2% | -34.8% | -29.7% |
| 6M | -13.9% | +25.3% | -39.2% | -6.2% |
| YTD | +74.3% | +30.5% | +43.9% | +90.7% |
| 1Y | +35.8% | +29.2% | +6.6% | +48.5% |
| 3Y | +268.6% | +119.1% | +149.5% | +311.4% |
| All | +199.6% | +159.2% | +40.4% | +218.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling