+174.6%
ARM vs APD
+8.0%
+166.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.2% |
| 7D | -15.2% | -3.7% | -11.6% | -14.1% |
| 30D | -40.7% | +9.6% | -50.3% | -42.6% |
| 3M | -39.1% | +1.6% | -40.7% | -39.6% |
| 6M | -26.4% | +2.2% | -28.6% | -27.4% |
| YTD | +59.7% | +25.9% | +33.9% | +43.7% |
| 1Y | +10.3% | +20.1% | -9.8% | +0.9% |
| 3Y | +228.9% | +12.4% | +216.5% | +190.0% |
| All | +174.6% | +8.0% | +166.6% | +163.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling