-20.2%
ARM vs APA
+5.4%
-25.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.3% | -10.8% | -14.1% |
| 7D | -27.1% | -15.6% | -11.5% | -33.0% |
| 30D | -44.9% | -0.9% | -44.0% | -44.1% |
| 3M | -39.3% | +26.1% | -65.4% | -27.4% |
| 6M | -20.2% | +6.1% | -26.3% | -7.4% |
| All | -20.2% | +5.4% | -25.6% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling