+174.6%
ARM vs ALL
+146.8%
+27.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.5% | +9.2% | +3.0% |
| 7D | -15.2% | -1.9% | -13.3% | -15.7% |
| 30D | -40.7% | +13.8% | -54.5% | -37.5% |
| 3M | -39.1% | -7.0% | -32.1% | -39.6% |
| 6M | -26.4% | +18.0% | -44.4% | -21.6% |
| YTD | +59.7% | +24.2% | +35.5% | +71.2% |
| 1Y | +10.3% | +31.2% | -20.8% | +18.7% |
| 3Y | +228.9% | +107.5% | +121.3% | +260.4% |
| All | +174.6% | +146.8% | +27.8% | +186.3% |
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