+296.4%
ARM vs AMCR
+13.7%
+282.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +5.5% | -1.9% | +7.3% | +6.2% |
| 30D | -8.2% | -4.1% | -4.1% | -6.9% |
| 3M | -35.9% | +21.7% | -57.6% | -41.7% |
| 6M | +103.1% | +1.5% | +101.6% | +96.1% |
| YTD | +130.6% | +13.1% | +117.5% | +113.0% |
| 1Y | +86.1% | +16.5% | +69.6% | +69.3% |
| All | +296.4% | +13.7% | +282.7% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling