+296.4%
ARM vs AME
+57.7%
+238.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +2.4% |
| 7D | +5.5% | +0.6% | +4.8% | +4.9% |
| 30D | -8.2% | -6.7% | -1.5% | -1.6% |
| 3M | -35.9% | +4.1% | -40.0% | -37.4% |
| 6M | +103.1% | +1.6% | +101.5% | +103.6% |
| YTD | +130.6% | +16.1% | +114.5% | +105.5% |
| 1Y | +86.1% | +27.3% | +58.7% | +51.8% |
| All | +296.4% | +57.7% | +238.7% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling