+4.1%
ARM vs AS
0.0%
+4.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.3% | -10.8% | -12.1% |
| 7D | -27.1% | +7.1% | -34.2% | -29.5% |
| 30D | -44.9% | +12.8% | -57.7% | -48.1% |
| 3M | -39.3% | -14.7% | -24.6% | -34.6% |
| 6M | -20.2% | -9.9% | -10.2% | -16.8% |
| YTD | +52.5% | -16.1% | +68.7% | +58.4% |
| 1Y | +4.1% | +0.2% | +3.9% | +5.6% |
| All | +4.1% | 0.0% | +4.0% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling