+103.1%
ARM vs AU
-3.0%
+106.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +5.0% |
| 7D | +5.5% | -3.6% | +9.1% | +7.2% |
| 30D | -8.2% | +23.9% | -32.1% | -19.2% |
| 3M | -35.9% | +19.1% | -55.0% | -42.4% |
| 6M | +103.1% | -0.2% | +103.3% | +92.8% |
| All | +103.1% | -3.0% | +106.1% | +92.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling