+174.6%
ARM vs CAG
-35.4%
+210.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.5% | +3.9% |
| 7D | -15.2% | +5.8% | -21.0% | -12.4% |
| 30D | -40.7% | +16.4% | -57.0% | -35.6% |
| 3M | -39.1% | +3.8% | -42.9% | -36.8% |
| 6M | -26.4% | +10.8% | -37.2% | -19.9% |
| YTD | +59.7% | -5.8% | +65.6% | +67.2% |
| 1Y | +10.3% | -2.4% | +12.7% | +16.8% |
| 3Y | +228.9% | -33.4% | +262.3% | +200.8% |
| All | +174.6% | -35.4% | +210.0% | +156.2% |
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 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