+228.9%
ARM vs AME
+62.2%
+166.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +1.9% |
| 7D | -15.2% | -5.2% | -10.1% | -9.7% |
| 30D | -40.7% | -8.0% | -32.7% | -34.4% |
| 3M | -39.1% | -8.9% | -30.2% | -31.6% |
| 6M | -26.4% | -5.0% | -21.4% | -19.7% |
| YTD | +59.7% | +11.9% | +47.9% | +51.5% |
| 1Y | +10.3% | +16.6% | -6.3% | +0.9% |
| 3Y | +228.9% | +62.5% | +166.4% | +142.0% |
| All | +228.9% | +62.2% | +166.6% | +142.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling