+261.2%
ARM vs CF
+47.5%
+213.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.4% | -0.9% | -5.9% |
| 7D | -18.7% | -6.9% | -11.8% | -19.4% |
| 30D | -36.7% | -3.7% | -32.9% | -36.9% |
| 3M | -31.6% | -5.0% | -26.7% | -31.9% |
| 6M | -5.6% | -10.5% | +4.8% | -6.2% |
| YTD | +75.5% | +46.5% | +28.9% | +59.7% |
| 1Y | +19.3% | +34.8% | -15.5% | +10.3% |
| All | +261.2% | +47.5% | +213.7% | +211.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling