+10.3%
ARM vs CB
+29.6%
-19.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +2.4% |
| 7D | -15.2% | +0.2% | -15.5% | -14.7% |
| 30D | -40.7% | +9.1% | -49.7% | -32.9% |
| 3M | -39.1% | +3.4% | -42.5% | -35.5% |
| 6M | -26.4% | +14.1% | -40.5% | -7.5% |
| YTD | +59.7% | +18.0% | +41.7% | +104.6% |
| 1Y | +10.3% | +30.1% | -19.8% | +69.6% |
| All | +10.3% | +29.6% | -19.3% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling