+34.3%
ARM vs APA
+101.2%
-66.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -1.2% |
| 7D | +19.8% | +9.6% | +10.2% | +22.8% |
| 30D | -21.8% | -0.2% | -21.5% | -21.9% |
| 3M | -26.5% | +19.8% | -46.4% | -21.3% |
| 6M | -3.9% | +30.1% | -34.0% | +7.3% |
| YTD | +82.8% | +100.4% | -17.7% | +93.9% |
| 1Y | +34.3% | +105.2% | -70.9% | +43.0% |
| All | +34.3% | +101.2% | -66.9% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling