+174.6%
ARM vs B
+167.8%
+6.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.5% |
| 7D | -15.2% | +9.6% | -24.8% | -18.7% |
| 30D | -40.7% | +3.5% | -44.2% | -41.6% |
| 3M | -39.1% | -1.6% | -37.5% | -39.0% |
| 6M | -26.4% | -1.7% | -24.7% | -26.4% |
| YTD | +59.7% | -5.3% | +65.1% | +59.3% |
| 1Y | +10.3% | +27.2% | -16.9% | -0.4% |
| 3Y | +228.9% | +166.1% | +62.7% | +124.4% |
| All | +174.6% | +167.8% | +6.8% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling