+17.2%
ARM vs ALL
+32.6%
-15.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | +0.4% |
| 7D | -10.4% | -0.1% | -10.2% | -10.1% |
| 30D | -31.8% | +13.8% | -45.7% | -21.2% |
| 3M | -32.2% | -2.8% | -29.5% | -31.9% |
| 6M | -14.9% | +23.7% | -38.6% | +9.6% |
| YTD | +66.0% | +27.3% | +38.8% | +113.3% |
| 1Y | +17.2% | +30.5% | -13.3% | +55.7% |
| All | +17.2% | +32.6% | -15.4% | +55.7% |
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