+162.2%
ARM vs C
+205.1%
-42.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.0% | -8.0% | -8.8% |
| 7D | -27.1% | -5.3% | -21.8% | -23.3% |
| 30D | -44.9% | -7.3% | -37.6% | -41.2% |
| 3M | -39.3% | -13.5% | -25.8% | -31.4% |
| 6M | -20.2% | -6.5% | -13.7% | -14.4% |
| YTD | +52.5% | +3.6% | +48.9% | +49.6% |
| 1Y | +4.1% | +18.9% | -14.8% | -8.8% |
| 3Y | +211.7% | +205.0% | +6.7% | +34.2% |
| All | +162.2% | +205.1% | -42.9% | +18.1% |
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