+214.0%
ARM vs APH
+244.7%
-30.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -9.3% | -3.7% | -4.2% |
| 7D | -27.1% | -12.7% | -14.4% | -16.8% |
| 30D | -44.9% | -19.2% | -25.7% | -32.3% |
| 3M | -39.3% | -16.7% | -22.6% | -27.5% |
| 6M | -20.2% | +5.1% | -25.3% | -22.2% |
| YTD | +52.5% | +6.6% | +46.0% | +35.7% |
| 1Y | +4.1% | +3.9% | +0.2% | -5.8% |
| All | +214.0% | +244.7% | -30.7% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling