+228.9%
ARM vs APD
+11.7%
+217.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.2% |
| 7D | -15.2% | -3.7% | -11.6% | -14.2% |
| 30D | -40.7% | +9.6% | -50.3% | -42.4% |
| 3M | -39.1% | +1.6% | -40.7% | -39.5% |
| 6M | -26.4% | +2.2% | -28.6% | -27.3% |
| YTD | +59.7% | +25.9% | +33.9% | +45.0% |
| 1Y | +10.3% | +20.1% | -9.8% | +1.7% |
| 3Y | +228.9% | +12.4% | +216.5% | +183.9% |
| All | +228.9% | +11.7% | +217.2% | +183.9% |
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