+214.0%
ARM vs APD
+13.4%
+200.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.9% | -10.1% | -12.2% |
| 7D | -27.1% | -0.7% | -26.4% | -26.9% |
| 30D | -44.9% | +10.1% | -55.0% | -46.5% |
| 3M | -39.3% | +4.9% | -44.2% | -40.3% |
| 6M | -20.2% | +2.5% | -22.6% | -21.2% |
| YTD | +52.5% | +27.8% | +24.7% | +37.9% |
| 1Y | +4.1% | +32.9% | -28.8% | -8.4% |
| All | +214.0% | +13.4% | +200.6% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling