+86.1%
ARM vs CF
+62.4%
+23.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.2% | +2.6% |
| 7D | +5.5% | +6.0% | -0.6% | +8.2% |
| 30D | -8.2% | +14.8% | -23.0% | -2.3% |
| 3M | -35.9% | +14.1% | -50.0% | -31.6% |
| 6M | +103.1% | +28.5% | +74.6% | +116.9% |
| YTD | +130.6% | +74.9% | +55.7% | +143.4% |
| 1Y | +86.1% | +61.7% | +24.4% | +100.3% |
| All | +86.1% | +62.4% | +23.6% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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