+268.6%
ARM vs APA
+45.9%
+222.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.3% | -4.9% |
| 7D | +9.1% | +8.5% | +0.6% | +7.8% |
| 30D | -19.9% | +2.8% | -22.7% | -20.4% |
| 3M | -31.6% | +21.7% | -53.3% | -33.9% |
| 6M | -13.9% | +32.6% | -46.5% | -18.8% |
| YTD | +74.3% | +103.7% | -29.4% | +39.0% |
| 1Y | +35.8% | +101.8% | -66.0% | +8.4% |
| 3Y | +268.6% | +48.1% | +220.5% | +189.8% |
| All | +268.6% | +45.9% | +222.7% | +189.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling