+199.6%
ARM vs CAPR
+47.3%
+152.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.9% | +2.3% | -4.5% |
| 7D | +9.1% | +5.9% | +3.2% | +9.0% |
| 30D | -19.9% | +44.6% | -64.6% | -20.5% |
| 3M | -31.6% | +126.4% | -158.0% | -32.9% |
| 6M | -13.9% | -68.6% | +54.7% | -13.2% |
| YTD | +74.3% | -67.0% | +141.3% | +75.3% |
| 1Y | +35.8% | +65.2% | -29.4% | +27.3% |
| 3Y | +268.6% | +235.6% | +33.0% | +173.3% |
| All | +199.6% | +47.3% | +152.3% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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