+174.6%
ARM vs ALM
+967.7%
-793.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +4.4% |
| 7D | -15.2% | -6.7% | -8.6% | -14.3% |
| 30D | -40.7% | -32.9% | -7.8% | -37.3% |
| 3M | -39.1% | -39.5% | +0.4% | -35.0% |
| 6M | -26.4% | -62.0% | +35.6% | -18.3% |
| YTD | +59.7% | -7.8% | +67.6% | +69.8% |
| 1Y | +10.3% | +26.7% | -16.3% | +15.7% |
| 3Y | +228.9% | +825.4% | -596.5% | +255.9% |
| All | +174.6% | +967.7% | -793.1% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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