+193.0%
ARM vs APA
+17.1%
+175.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.7% |
| 7D | -5.3% | -8.7% | +3.4% | -4.1% |
| 30D | -30.0% | -2.4% | -27.6% | -29.9% |
| 3M | -34.1% | +19.0% | -53.1% | -36.2% |
| 6M | -12.6% | +26.8% | -39.4% | -17.5% |
| YTD | +70.4% | +87.3% | -16.9% | +38.1% |
| 1Y | +22.3% | +92.3% | -70.0% | -2.1% |
| 3Y | +261.2% | +37.3% | +223.9% | +178.3% |
| All | +193.0% | +17.1% | +175.8% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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