-31.6%
ARM vs APH
-7.2%
-24.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.2% | +0.9% | +1.0% |
| 7D | -18.7% | -2.4% | -16.3% | -16.6% |
| 30D | -36.7% | -9.5% | -27.2% | -29.4% |
| 3M | -31.6% | -7.6% | -24.0% | -28.2% |
| All | -31.6% | -7.2% | -24.5% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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