+296.4%
ARM vs ALLE
+53.4%
+243.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.1% |
| 7D | +5.5% | -0.2% | +5.7% | +5.6% |
| 30D | -8.2% | -6.8% | -1.4% | -2.8% |
| 3M | -35.9% | +21.0% | -57.0% | -46.0% |
| 6M | +103.1% | +1.1% | +102.0% | +100.5% |
| YTD | +130.6% | -0.5% | +131.2% | +127.0% |
| 1Y | +86.1% | -7.3% | +93.3% | +93.7% |
| All | +296.4% | +53.4% | +243.1% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling