-39.3%
ARM vs APD
+4.8%
-44.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.9% | -10.1% | -14.2% |
| 7D | -27.1% | -0.7% | -26.4% | -26.5% |
| 30D | -44.9% | +10.1% | -55.0% | -42.1% |
| 3M | -39.3% | +4.9% | -44.2% | -38.8% |
| All | -39.3% | +4.8% | -44.0% | -38.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling