+296.4%
ARM vs C
+252.8%
+43.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.2% |
| 7D | +5.5% | +3.6% | +1.8% | +2.3% |
| 30D | -8.2% | +0.1% | -8.2% | -8.5% |
| 3M | -35.9% | +2.4% | -38.3% | -36.7% |
| 6M | +103.1% | +24.9% | +78.2% | +71.6% |
| YTD | +130.6% | +19.8% | +110.8% | +99.4% |
| 1Y | +86.1% | +44.9% | +41.2% | +37.0% |
| All | +296.4% | +252.8% | +43.6% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling