+174.6%
ARM vs CARR
-1.3%
+175.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +6.0% |
| 7D | -15.2% | -2.3% | -12.9% | -13.5% |
| 30D | -40.7% | -4.4% | -36.3% | -38.4% |
| 3M | -39.1% | -17.8% | -21.3% | -28.8% |
| 6M | -26.4% | -22.2% | -4.2% | -10.0% |
| YTD | +59.7% | +0.7% | +59.0% | +55.7% |
| 1Y | +10.3% | -5.9% | +16.3% | +13.5% |
| 3Y | +228.9% | +8.6% | +220.3% | +173.5% |
| All | +174.6% | -1.3% | +175.9% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling