+86.1%
ARM vs APD
+6.0%
+80.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +3.9% |
| 7D | +5.5% | -2.2% | +7.7% | +5.4% |
| 30D | -8.2% | +2.1% | -10.3% | -8.2% |
| 3M | -35.9% | +7.2% | -43.1% | -36.2% |
| 6M | +103.1% | +11.2% | +91.9% | +102.7% |
| YTD | +130.6% | +24.4% | +106.2% | +128.7% |
| 1Y | +86.1% | +6.7% | +79.4% | +99.4% |
| All | +86.1% | +6.0% | +80.0% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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