+24.3%
ARM vs CAI
-9.5%
+33.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.7% |
| 7D | -10.4% | -25.6% | +15.3% | -5.1% |
| 30D | -31.8% | -17.7% | -14.1% | -28.7% |
| 3M | -32.2% | +4.4% | -36.6% | -32.0% |
| 6M | -14.9% | +51.3% | -66.2% | -20.6% |
| YTD | +66.0% | -9.5% | +75.5% | +60.4% |
| 1Y | +17.2% | -1.5% | +18.7% | +12.5% |
| All | +24.3% | -9.5% | +33.8% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling