+199.6%
ARM vs C
+219.4%
-19.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +9.1% | +4.2% | +4.9% | +5.6% |
| 30D | -19.9% | +2.0% | -21.9% | -20.8% |
| 3M | -31.6% | -10.1% | -21.5% | -24.9% |
| 6M | -13.9% | +1.0% | -14.9% | -12.8% |
| YTD | +74.3% | +8.5% | +65.8% | +64.7% |
| 1Y | +35.8% | +25.7% | +10.1% | +13.7% |
| 3Y | +268.6% | +216.0% | +52.6% | +54.4% |
| All | +199.6% | +219.4% | -19.8% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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