+86.1%
ARM vs CAG
-13.1%
+99.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +3.4% |
| 7D | +5.5% | -3.8% | +9.2% | +3.3% |
| 30D | -8.2% | +3.1% | -11.3% | -6.4% |
| 3M | -35.9% | +23.5% | -59.4% | -26.6% |
| 6M | +103.1% | -14.8% | +118.0% | +108.6% |
| YTD | +130.6% | -5.4% | +136.1% | +142.7% |
| 1Y | +86.1% | -11.8% | +97.9% | +100.5% |
| All | +86.1% | -13.1% | +99.2% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling