+185.4%
ARM vs APA
+18.6%
+166.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.8% |
| 7D | -10.4% | -5.5% | -4.8% | -9.6% |
| 30D | -31.8% | -1.2% | -30.7% | -31.8% |
| 3M | -32.2% | +10.6% | -42.8% | -33.6% |
| 6M | -14.9% | +28.4% | -43.3% | -19.7% |
| YTD | +66.0% | +89.7% | -23.7% | +34.3% |
| 1Y | +17.2% | +90.6% | -73.4% | -5.6% |
| 3Y | +247.2% | +36.9% | +210.3% | +167.3% |
| All | +185.4% | +18.6% | +166.8% | +123.1% |
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