+261.2%
ARM vs ALLE
+96.3%
+164.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.8% | -7.0% | -6.4% |
| 7D | -18.7% | +6.7% | -25.4% | -22.4% |
| 30D | -36.7% | +25.4% | -62.1% | -46.8% |
| 3M | -31.6% | +16.9% | -48.6% | -39.5% |
| 6M | -5.6% | +46.6% | -52.2% | -31.0% |
| YTD | +75.5% | +22.4% | +53.1% | +46.9% |
| 1Y | +19.3% | +17.7% | +1.6% | +3.0% |
| All | +261.2% | +96.3% | +164.9% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling