+162.2%
ARM vs CF
+55.0%
+107.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +6.2% | -19.2% | -12.2% |
| 7D | -27.1% | +0.4% | -27.5% | -26.8% |
| 30D | -44.9% | +2.2% | -47.1% | -44.5% |
| 3M | -39.3% | +2.1% | -41.4% | -38.9% |
| 6M | -20.2% | -6.5% | -13.6% | -19.8% |
| YTD | +52.5% | +55.6% | -3.0% | +40.0% |
| 1Y | +4.1% | +42.3% | -38.2% | -2.9% |
| 3Y | +211.7% | +55.7% | +155.9% | +170.3% |
| All | +162.2% | +55.0% | +107.1% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling