+30.5%
ARM vs CAI
-14.7%
+45.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.8% | -0.8% | -3.9% |
| 7D | +9.1% | -8.7% | +17.8% | +11.1% |
| 30D | -19.9% | -23.8% | +3.9% | -15.1% |
| 3M | -31.6% | +3.9% | -35.5% | -31.1% |
| 6M | -13.9% | +56.8% | -70.7% | -19.3% |
| YTD | +74.3% | -14.6% | +88.9% | +70.4% |
| 1Y | +35.8% | -5.2% | +41.0% | +31.7% |
| All | +30.5% | -14.7% | +45.1% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling