+34.3%
ARM vs CAG
-10.4%
+44.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -3.2% |
| 7D | +19.8% | -6.2% | +26.0% | +14.3% |
| 30D | -21.8% | +7.4% | -29.2% | -16.3% |
| 3M | -26.5% | -1.6% | -24.9% | -25.5% |
| 6M | -3.9% | +6.3% | -10.2% | +6.7% |
| YTD | +82.8% | -10.1% | +92.9% | +89.2% |
| 1Y | +34.3% | -10.2% | +44.6% | +39.2% |
| All | +34.3% | -10.4% | +44.7% | +39.2% |
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