+199.6%
ARM vs B
+148.1%
+51.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -4.0% | -4.4% |
| 7D | +9.1% | -7.3% | +16.4% | +12.4% |
| 30D | -19.9% | -3.3% | -16.6% | -19.0% |
| 3M | -31.6% | -7.8% | -23.9% | -29.7% |
| 6M | -13.9% | -15.5% | +1.7% | -8.9% |
| YTD | +74.3% | -12.3% | +86.6% | +79.0% |
| 1Y | +35.8% | +5.4% | +30.4% | +31.1% |
| 3Y | +268.6% | +165.5% | +103.1% | +162.6% |
| All | +199.6% | +148.1% | +51.5% | +109.8% |
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