+193.0%
ARM vs AME
+58.3%
+134.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +2.1% |
| 7D | -5.3% | -1.5% | -3.8% | -3.1% |
| 30D | -30.0% | -4.2% | -25.9% | -25.9% |
| 3M | -34.1% | -5.9% | -28.1% | -28.5% |
| 6M | -12.6% | +2.8% | -15.5% | -12.1% |
| YTD | +70.4% | +16.6% | +53.9% | +54.2% |
| 1Y | +22.3% | +22.1% | +0.1% | +6.0% |
| 3Y | +261.2% | +64.7% | +196.5% | +127.0% |
| All | +193.0% | +58.3% | +134.7% | +91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling