+86.1%
ARM vs AME
+29.8%
+56.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +2.3% |
| 7D | +5.5% | +0.6% | +4.8% | +4.8% |
| 30D | -8.2% | -6.7% | -1.5% | -1.1% |
| 3M | -35.9% | +4.1% | -40.0% | -37.0% |
| 6M | +103.1% | +1.6% | +101.5% | +102.0% |
| YTD | +130.6% | +16.1% | +114.5% | +116.8% |
| 1Y | +86.1% | +27.3% | +58.7% | +68.0% |
| All | +86.1% | +29.8% | +56.3% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling