+136.4%
ARM vs AS
+133.7%
+2.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.3% | -10.8% | -12.1% |
| 7D | -27.1% | +7.1% | -34.2% | -29.4% |
| 30D | -44.9% | +12.8% | -57.7% | -47.8% |
| 3M | -39.3% | -14.7% | -24.6% | -35.6% |
| 6M | -20.2% | -9.9% | -10.2% | -17.3% |
| YTD | +52.5% | -16.1% | +68.7% | +61.7% |
| 1Y | +4.1% | +0.2% | +3.9% | +2.3% |
| All | +136.4% | +133.7% | +2.7% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling