+172.0%
ARM vs AS
+139.2%
+32.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.1% | -10.4% | -7.4% |
| 7D | -18.7% | +13.8% | -32.5% | -23.3% |
| 30D | -36.7% | +16.7% | -53.4% | -41.0% |
| 3M | -31.6% | -11.5% | -20.1% | -28.7% |
| 6M | -5.6% | -5.5% | -0.1% | -4.3% |
| YTD | +75.5% | -14.2% | +89.7% | +84.0% |
| 1Y | +19.3% | +2.1% | +17.3% | +16.2% |
| All | +172.0% | +139.2% | +32.8% | +106.2% |
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 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