+193.0%
ARM vs AMC
-61.8%
+254.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.3% | -1.6% | +5.4% |
| 7D | -5.3% | +6.6% | -11.9% | -6.2% |
| 30D | -30.0% | +14.1% | -44.1% | -31.4% |
| 3M | -34.1% | +31.3% | -65.3% | -37.1% |
| 6M | -12.6% | +126.7% | -139.3% | -25.5% |
| YTD | +70.4% | +117.9% | -47.5% | +45.0% |
| 1Y | +22.3% | +41.1% | -18.8% | +10.3% |
| 3Y | +261.2% | -61.0% | +322.2% | +266.2% |
| All | +193.0% | -61.8% | +254.8% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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