+199.6%
ARM vs AME
+60.8%
+138.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.1% | -5.1% |
| 7D | +9.1% | +5.9% | +3.2% | +2.5% |
| 30D | -19.9% | -1.9% | -18.0% | -17.4% |
| 3M | -31.6% | -5.4% | -26.3% | -26.4% |
| 6M | -13.9% | +4.9% | -18.8% | -15.2% |
| YTD | +74.3% | +18.5% | +55.8% | +54.9% |
| 1Y | +35.8% | +25.5% | +10.3% | +14.5% |
| 3Y | +268.6% | +63.0% | +205.6% | +135.5% |
| All | +199.6% | +60.8% | +138.8% | +92.3% |
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