+36.8%
ARM vs CAI
-11.3%
+48.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.3% |
| 7D | +19.8% | -8.0% | +27.8% | +21.7% |
| 30D | -21.8% | -18.9% | -2.9% | -17.9% |
| 3M | -26.5% | +7.6% | -34.2% | -26.5% |
| 6M | -3.9% | +43.0% | -46.9% | -9.5% |
| YTD | +82.8% | -11.2% | +94.0% | +77.3% |
| 1Y | +34.3% | -3.3% | +37.6% | +29.4% |
| All | +36.8% | -11.3% | +48.0% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling