-5.6%
ARM vs B
+4.9%
-10.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.3% | -13.6% | -10.9% |
| 7D | -18.7% | +1.1% | -19.8% | -19.3% |
| 30D | -36.7% | +0.3% | -37.0% | -36.8% |
| 3M | -31.6% | +5.4% | -37.1% | -36.7% |
| 6M | -5.6% | +5.5% | -11.2% | -10.4% |
| All | -5.6% | +4.9% | -10.6% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling