-20.2%
ARM vs CAG
+15.2%
-35.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +2.7% | -15.8% | -10.3% |
| 7D | -27.1% | +11.4% | -38.5% | -18.3% |
| 30D | -44.9% | +16.7% | -61.5% | -34.9% |
| 3M | -39.3% | +4.5% | -43.8% | -34.9% |
| 6M | -20.2% | +13.3% | -33.5% | +4.5% |
| All | -20.2% | +15.2% | -35.3% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling