+214.0%
ARM vs AMC
-72.0%
+286.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -12.5% | -0.6% | -11.1% |
| 7D | -27.1% | 0.0% | -27.1% | -27.1% |
| 30D | -44.9% | +4.4% | -49.3% | -45.2% |
| 3M | -39.3% | +15.4% | -54.6% | -40.9% |
| 6M | -20.2% | +93.7% | -113.9% | -30.3% |
| YTD | +52.5% | +97.4% | -44.9% | +31.5% |
| 1Y | +4.1% | +23.2% | -19.1% | -4.3% |
| All | +214.0% | -72.0% | +286.0% | +241.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling