+174.6%
ARM vs AR
+30.8%
+143.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.6% | +5.0% |
| 7D | -15.2% | -14.3% | -1.0% | -11.2% |
| 30D | -40.7% | +1.4% | -42.1% | -41.0% |
| 3M | -39.1% | +3.4% | -42.5% | -40.3% |
| 6M | -26.4% | -2.1% | -24.4% | -27.2% |
| YTD | +59.7% | +4.7% | +55.0% | +49.3% |
| 1Y | +10.3% | +10.6% | -0.2% | -0.2% |
| 3Y | +228.9% | +24.6% | +204.3% | +158.7% |
| All | +174.6% | +30.8% | +143.8% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling