+185.4%
ARM vs ALM
+970.3%
-784.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.2% | +4.7% | -1.5% |
| 7D | -10.4% | -6.3% | -4.0% | -9.4% |
| 30D | -31.8% | -31.4% | -0.4% | -28.2% |
| 3M | -32.2% | -40.6% | +8.3% | -27.5% |
| 6M | -14.9% | -58.6% | +43.7% | -6.2% |
| YTD | +66.0% | -7.6% | +73.6% | +76.4% |
| 1Y | +17.2% | +13.8% | +3.4% | +23.3% |
| 3Y | +247.2% | +842.1% | -594.9% | +276.2% |
| All | +185.4% | +970.3% | -784.9% | +212.9% |
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