+247.2%
ARM vs CAG
-34.9%
+282.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.9% |
| 7D | -10.4% | +6.6% | -17.0% | -7.0% |
| 30D | -31.8% | +13.9% | -45.7% | -26.4% |
| 3M | -32.2% | +4.0% | -36.3% | -29.6% |
| 6M | -14.9% | +10.0% | -24.9% | -7.2% |
| YTD | +66.0% | -6.1% | +72.2% | +73.7% |
| 1Y | +17.2% | -4.3% | +21.5% | +23.5% |
| 3Y | +247.2% | -34.6% | +281.8% | +230.7% |
| All | +247.2% | -34.9% | +282.1% | +230.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling