+174.6%
ARM vs CB
+79.4%
+95.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +3.8% |
| 7D | -15.2% | +0.2% | -15.5% | -15.0% |
| 30D | -40.7% | +9.1% | -49.7% | -37.8% |
| 3M | -39.1% | +3.4% | -42.5% | -37.6% |
| 6M | -26.4% | +14.1% | -40.5% | -20.7% |
| YTD | +59.7% | +18.0% | +41.7% | +73.3% |
| 1Y | +10.3% | +30.1% | -19.8% | +21.5% |
| 3Y | +228.9% | +71.8% | +157.1% | +292.7% |
| All | +174.6% | +79.4% | +95.2% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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