+214.2%
ARM vs ALM
+903.3%
-689.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -0.8% |
| 7D | +19.8% | -4.0% | +23.9% | +20.5% |
| 30D | -21.8% | -30.5% | +8.7% | -17.7% |
| 3M | -26.5% | -46.9% | +20.4% | -20.2% |
| 6M | -3.9% | -65.5% | +61.6% | +7.9% |
| YTD | +82.8% | -13.4% | +96.2% | +96.0% |
| 1Y | +34.3% | +9.8% | +24.5% | +42.5% |
| 3Y | +282.2% | +783.1% | -500.9% | +317.9% |
| All | +214.2% | +903.3% | -689.1% | +247.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling