+296.4%
ARM vs ALL
+151.4%
+145.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.3% | +3.5% |
| 7D | +5.5% | 0.0% | +5.4% | +5.5% |
| 30D | -8.2% | -1.5% | -6.7% | -8.5% |
| 3M | -35.9% | +23.6% | -59.6% | -31.8% |
| 6M | +103.1% | +22.3% | +80.8% | +115.7% |
| YTD | +130.6% | +26.5% | +104.1% | +145.5% |
| 1Y | +86.1% | +27.0% | +59.1% | +98.7% |
| All | +296.4% | +151.4% | +145.1% | +310.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling