+296.4%
ARM vs APA
+11.9%
+284.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.1% | +4.4% |
| 7D | +5.5% | +0.5% | +4.9% | +5.3% |
| 30D | -8.2% | +23.4% | -31.6% | -11.6% |
| 3M | -35.9% | +12.7% | -48.6% | -37.5% |
| 6M | +103.1% | +39.4% | +63.7% | +81.6% |
| YTD | +130.6% | +79.0% | +51.7% | +88.7% |
| 1Y | +86.1% | +88.8% | -2.8% | +48.2% |
| All | +296.4% | +11.9% | +284.5% | +213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling