+35.8%
ARM vs AR
+11.3%
+24.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | +9.1% | +7.4% | +1.7% | +10.7% |
| 30D | -19.9% | +5.8% | -25.7% | -18.5% |
| 3M | -31.6% | +5.2% | -36.8% | -30.0% |
| 6M | -13.9% | +5.4% | -19.3% | -10.9% |
| YTD | +74.3% | +12.4% | +61.9% | +72.4% |
| 1Y | +35.8% | +12.8% | +23.0% | +34.5% |
| All | +35.8% | +11.3% | +24.5% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling