+35.8%
ARM vs CAG
-9.3%
+45.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.9% | -3.7% |
| 7D | +9.1% | -3.3% | +12.5% | +6.5% |
| 30D | -19.9% | +7.7% | -27.6% | -14.1% |
| 3M | -31.6% | -3.2% | -28.4% | -31.3% |
| 6M | -13.9% | +7.0% | -20.8% | -3.7% |
| YTD | +74.3% | -9.0% | +83.3% | +82.7% |
| 1Y | +35.8% | -9.6% | +45.4% | +42.0% |
| All | +35.8% | -9.3% | +45.1% | +42.0% |
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