+311.3%
ARM vs AU
+594.8%
-283.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.9% | +4.0% |
| 7D | +11.4% | -0.3% | +11.7% | +11.4% |
| 30D | -7.4% | +12.8% | -20.2% | -10.7% |
| 3M | -24.5% | +28.5% | -53.0% | -29.8% |
| 6M | +128.7% | +4.8% | +123.8% | +121.4% |
| YTD | +139.3% | +31.0% | +108.3% | +119.4% |
| 1Y | +88.0% | +81.4% | +6.5% | +59.0% |
| All | +311.3% | +594.8% | -283.5% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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