+257.5%
ARM vs AS
+120.4%
+137.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.6% | +0.3% | +2.4% |
| 7D | +5.5% | -4.9% | +10.4% | +7.7% |
| 30D | -8.2% | -19.6% | +11.4% | +0.3% |
| 3M | -35.9% | -14.4% | -21.5% | -32.1% |
| 6M | +103.1% | -20.1% | +123.2% | +122.0% |
| YTD | +130.6% | -20.9% | +151.6% | +151.8% |
| 1Y | +86.1% | -21.9% | +107.9% | +102.8% |
| All | +257.5% | +120.4% | +137.1% | +182.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling