+103.1%
ARM vs CAI
+27.8%
+75.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.1% |
| 7D | +5.5% | -2.2% | +7.6% | +5.9% |
| 30D | -8.2% | +52.4% | -60.6% | -18.2% |
| 3M | -35.9% | +45.1% | -81.0% | -41.9% |
| 6M | +103.1% | +26.2% | +76.9% | +87.7% |
| All | +103.1% | +27.8% | +75.3% | +87.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling