+162.2%
ARM vs ALLE
+83.3%
+78.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.9% | -10.2% | -11.1% |
| 7D | -27.1% | 0.0% | -27.2% | -27.1% |
| 30D | -44.9% | +20.6% | -65.5% | -52.5% |
| 3M | -39.3% | +11.4% | -50.7% | -44.3% |
| 6M | -20.2% | +42.5% | -62.7% | -40.7% |
| YTD | +52.5% | +18.9% | +33.6% | +30.1% |
| 1Y | +4.1% | +14.2% | -10.1% | -8.3% |
| 3Y | +211.7% | +90.7% | +121.0% | +52.3% |
| All | +162.2% | +83.3% | +78.9% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling