+174.6%
ARM vs ALLE
+81.6%
+93.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.7% | +5.4% |
| 7D | -15.2% | -0.6% | -14.7% | -14.9% |
| 30D | -40.7% | +25.3% | -66.0% | -50.4% |
| 3M | -39.1% | +10.3% | -49.4% | -43.8% |
| 6M | -26.4% | +38.0% | -64.5% | -44.0% |
| YTD | +59.7% | +17.8% | +42.0% | +37.1% |
| 1Y | +10.3% | +13.6% | -3.3% | -2.6% |
| 3Y | +228.9% | +89.2% | +139.6% | +61.3% |
| All | +174.6% | +81.6% | +93.0% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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