+296.4%
ARM vs AR
+42.9%
+253.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.1% |
| 7D | +5.5% | +2.5% | +3.0% | +4.6% |
| 30D | -8.2% | +14.8% | -23.0% | -12.5% |
| 3M | -35.9% | +6.2% | -42.2% | -37.7% |
| 6M | +103.1% | +4.3% | +98.8% | +95.3% |
| YTD | +130.6% | +14.4% | +116.3% | +110.6% |
| 1Y | +86.1% | +21.3% | +64.7% | +64.1% |
| All | +296.4% | +42.9% | +253.5% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling