+214.0%
ARM vs AME
+58.2%
+155.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.9% | -7.1% | -6.6% |
| 7D | -27.1% | -11.4% | -15.7% | -16.3% |
| 30D | -44.9% | -12.1% | -32.8% | -36.0% |
| 3M | -39.3% | -12.3% | -26.9% | -29.1% |
| 6M | -20.2% | -4.6% | -15.5% | -12.5% |
| YTD | +52.5% | +9.1% | +43.4% | +48.6% |
| 1Y | +4.1% | +13.3% | -9.2% | -1.9% |
| All | +214.0% | +58.2% | +155.8% | +137.4% |
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 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