+193.0%
ARM vs CAPR
+52.2%
+140.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +9.4% | -2.8% | +6.5% |
| 7D | -5.3% | +36.0% | -41.4% | -5.9% |
| 30D | -30.0% | +25.8% | -55.8% | -30.4% |
| 3M | -34.1% | +140.8% | -174.9% | -35.4% |
| 6M | -12.6% | -67.6% | +54.9% | -12.0% |
| YTD | +70.4% | -65.9% | +136.3% | +71.4% |
| 1Y | +22.3% | +66.1% | -43.8% | +14.7% |
| 3Y | +261.2% | +256.9% | +4.3% | +166.8% |
| All | +193.0% | +52.2% | +140.7% | +132.5% |
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