+162.2%
ARM vs ALL
+158.3%
+3.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.9% | -12.2% | -13.4% |
| 7D | -27.1% | +4.2% | -31.3% | -25.8% |
| 30D | -44.9% | +18.9% | -63.8% | -40.9% |
| 3M | -39.3% | +1.2% | -40.5% | -38.0% |
| 6M | -20.2% | +23.2% | -43.4% | -13.5% |
| YTD | +52.5% | +30.0% | +22.5% | +66.3% |
| 1Y | +4.1% | +39.6% | -35.5% | +13.9% |
| 3Y | +211.7% | +115.2% | +96.4% | +249.0% |
| All | +162.2% | +158.3% | +3.9% | +178.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling