+174.6%
ARM vs APA
+17.3%
+157.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +4.4% |
| 7D | -15.2% | -15.5% | +0.3% | -13.2% |
| 30D | -40.7% | +2.4% | -43.1% | -41.0% |
| 3M | -39.1% | +22.8% | -61.9% | -41.4% |
| 6M | -26.4% | +17.9% | -44.4% | -29.2% |
| YTD | +59.7% | +87.7% | -27.9% | +29.4% |
| 1Y | +10.3% | +94.2% | -83.8% | -11.9% |
| 3Y | +228.9% | +27.2% | +201.6% | +153.8% |
| All | +174.6% | +17.3% | +157.3% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling