+86.1%
ARM vs B
+70.0%
+16.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.1% | +4.8% |
| 7D | +5.5% | -1.6% | +7.0% | +6.1% |
| 30D | -8.2% | +9.4% | -17.6% | -12.2% |
| 3M | -35.9% | +5.0% | -40.9% | -38.1% |
| 6M | +103.1% | -3.5% | +106.7% | +95.5% |
| YTD | +130.6% | +4.5% | +126.2% | +117.5% |
| 1Y | +86.1% | +67.8% | +18.3% | +67.6% |
| All | +86.1% | +70.0% | +16.1% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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