+214.2%
ARM vs CAPR
+58.3%
+155.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.7% | +7.0% | -1.6% |
| 7D | +19.8% | +19.1% | +0.8% | +19.4% |
| 30D | -21.8% | +48.8% | -70.6% | -22.4% |
| 3M | -26.5% | +144.4% | -170.9% | -28.0% |
| 6M | -3.9% | -67.5% | +63.6% | -3.2% |
| YTD | +82.8% | -64.5% | +147.3% | +83.6% |
| 1Y | +34.3% | +74.4% | -40.1% | +25.9% |
| 3Y | +282.2% | +265.7% | +16.5% | +182.5% |
| All | +214.2% | +58.3% | +155.9% | +149.1% |
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