+185.4%
ARM vs CARR
-0.1%
+185.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.1% |
| 7D | -10.4% | -4.3% | -6.1% | -6.9% |
| 30D | -31.8% | -4.2% | -27.7% | -29.3% |
| 3M | -32.2% | -16.1% | -16.2% | -22.0% |
| 6M | -14.9% | -20.1% | +5.2% | +1.8% |
| YTD | +66.0% | +1.9% | +64.1% | +60.4% |
| 1Y | +17.2% | -6.1% | +23.3% | +20.9% |
| 3Y | +247.2% | +7.3% | +240.0% | +191.9% |
| All | +185.4% | -0.1% | +185.5% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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