+174.6%
ARM vs AU
+499.1%
-324.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.0% | -0.3% | +3.4% |
| 7D | -15.2% | +16.5% | -31.8% | -18.9% |
| 30D | -40.7% | +3.3% | -43.9% | -41.2% |
| 3M | -39.1% | +6.8% | -45.9% | -40.5% |
| 6M | -26.4% | -3.9% | -22.5% | -26.5% |
| YTD | +59.7% | +12.9% | +46.8% | +52.3% |
| 1Y | +10.3% | +43.5% | -33.1% | -0.6% |
| 3Y | +228.9% | +445.5% | -216.7% | +102.1% |
| All | +174.6% | +499.1% | -324.5% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling