+214.0%
ARM vs CAPR
+200.7%
+13.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.6% | -9.5% | -13.0% |
| 7D | -27.1% | +29.7% | -56.8% | -27.5% |
| 30D | -44.9% | +11.0% | -55.9% | -45.0% |
| 3M | -39.3% | +118.8% | -158.1% | -40.3% |
| 6M | -20.2% | -73.9% | +53.7% | -19.3% |
| YTD | +52.5% | -70.2% | +122.7% | +53.6% |
| 1Y | +4.1% | +38.3% | -34.2% | -1.2% |
| All | +214.0% | +200.7% | +13.3% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling