+162.2%
ARM vs B
+166.3%
-4.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.5% | -13.6% | -13.3% |
| 7D | -27.1% | +4.3% | -31.4% | -28.6% |
| 30D | -44.9% | -0.9% | -44.0% | -44.8% |
| 3M | -39.3% | -1.4% | -37.9% | -39.3% |
| 6M | -20.2% | +5.0% | -25.2% | -21.7% |
| YTD | +52.5% | -5.8% | +58.4% | +52.4% |
| 1Y | +4.1% | +25.6% | -21.5% | -5.6% |
| 3Y | +211.7% | +161.6% | +50.1% | +112.9% |
| All | +162.2% | +166.3% | -4.1% | +78.6% |
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 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