+214.2%
ARM vs APA
+25.3%
+188.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -2.1% |
| 7D | +19.8% | +9.6% | +10.2% | +18.3% |
| 30D | -21.8% | -0.2% | -21.5% | -21.8% |
| 3M | -26.5% | +19.8% | -46.4% | -28.8% |
| 6M | -3.9% | +30.1% | -34.0% | -9.1% |
| YTD | +82.8% | +100.4% | -17.7% | +46.6% |
| 1Y | +34.3% | +105.2% | -70.9% | +6.6% |
| 3Y | +282.2% | +44.6% | +237.6% | +192.0% |
| All | +214.2% | +25.3% | +188.9% | +143.7% |
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