+20.3%
ARM vs AU
+42.6%
-22.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.9% | -0.2% | +4.3% |
| 7D | -5.3% | +20.8% | -26.1% | -11.5% |
| 30D | -30.0% | +5.5% | -35.6% | -31.3% |
| 3M | -34.1% | +3.9% | -38.0% | -35.3% |
| 6M | -12.6% | -5.4% | -7.2% | -13.8% |
| YTD | +70.4% | +20.7% | +49.8% | +61.0% |
| All | +20.3% | +42.6% | -22.3% | +11.8% |
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