+296.4%
ARM vs AON
-2.2%
+298.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +3.7% |
| 7D | +5.5% | -9.1% | +14.5% | +3.8% |
| 30D | -8.2% | -10.2% | +2.1% | -9.9% |
| 3M | -35.9% | +0.5% | -36.4% | -36.0% |
| 6M | +103.1% | -4.8% | +108.0% | +103.4% |
| YTD | +130.6% | -8.0% | +138.6% | +131.4% |
| 1Y | +86.1% | -13.1% | +99.1% | +88.4% |
| All | +296.4% | -2.2% | +298.7% | +290.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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