+87.7%
ARM vs AU
+80.8%
+6.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +12.5% | +0.6% | +11.9% | +12.2% |
| 30D | -1.4% | +12.3% | -13.7% | -5.3% |
| 3M | -18.7% | +29.4% | -48.0% | -25.8% |
| 6M | +124.6% | +3.2% | +121.4% | +112.6% |
| YTD | +141.7% | +31.8% | +109.9% | +119.9% |
| 1Y | +87.7% | +83.4% | +4.3% | +55.4% |
| All | +87.7% | +80.8% | +6.9% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling