+35.8%
ARM vs CAG
-7.3%
+43.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -2.4% | +14.4% | +10.2% |
| 7D | +6.0% | -1.8% | +7.8% | +5.1% |
| 30D | -20.3% | +9.7% | -30.0% | -13.4% |
| 3M | -24.4% | +0.5% | -24.9% | -22.1% |
| 6M | -4.4% | +8.9% | -13.3% | +8.0% |
| YTD | +86.0% | -8.4% | +94.4% | +95.5% |
| 1Y | +35.8% | -8.3% | +44.1% | +43.0% |
| All | +35.8% | -7.3% | +43.2% | +43.0% |
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