+162.2%
ARM vs CAG
-34.3%
+196.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +2.7% | -15.8% | -11.7% |
| 7D | -27.1% | +11.4% | -38.5% | -22.8% |
| 30D | -44.9% | +16.7% | -61.5% | -40.1% |
| 3M | -39.3% | +4.5% | -43.8% | -36.8% |
| 6M | -20.2% | +13.3% | -33.5% | -12.2% |
| YTD | +52.5% | -4.2% | +56.7% | +61.0% |
| 1Y | +4.1% | -2.9% | +7.0% | +10.4% |
| 3Y | +211.7% | -33.2% | +244.9% | +188.7% |
| All | +162.2% | -34.3% | +196.5% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling