+296.4%
ARM vs CB
+67.4%
+229.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +3.1% |
| 7D | +5.5% | +0.5% | +5.0% | +5.7% |
| 30D | -8.2% | -3.1% | -5.1% | -9.4% |
| 3M | -35.9% | +9.0% | -44.9% | -33.4% |
| 6M | +103.1% | +2.9% | +100.3% | +109.2% |
| YTD | +130.6% | +10.1% | +120.5% | +140.4% |
| 1Y | +86.1% | +22.8% | +63.3% | +97.3% |
| All | +296.4% | +67.4% | +229.1% | +347.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling