+296.4%
ARM vs CAPR
+45.3%
+251.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.9% |
| 7D | +5.5% | -2.0% | +7.4% | +5.5% |
| 30D | -8.2% | +139.2% | -147.4% | -9.9% |
| 3M | -35.9% | -66.4% | +30.4% | -35.4% |
| 6M | +103.1% | -63.1% | +166.3% | +104.4% |
| YTD | +130.6% | -67.4% | +198.0% | +132.4% |
| 1Y | +86.1% | +58.2% | +27.8% | +74.2% |
| All | +296.4% | +45.3% | +251.1% | +215.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling