+174.6%
ARM vs C
+206.6%
-32.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.3% |
| 7D | -15.2% | -2.4% | -12.8% | -13.2% |
| 30D | -40.7% | -6.0% | -34.7% | -37.5% |
| 3M | -39.1% | -10.5% | -28.5% | -32.9% |
| 6M | -26.4% | -5.7% | -20.7% | -21.6% |
| YTD | +59.7% | +4.1% | +55.6% | +56.0% |
| 1Y | +10.3% | +20.5% | -10.1% | -4.4% |
| 3Y | +228.9% | +208.1% | +20.7% | +40.3% |
| All | +174.6% | +206.6% | -32.0% | +23.2% |
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