+174.6%
ARM vs CG
+33.8%
+140.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +5.2% |
| 7D | -15.2% | -1.2% | -14.0% | -14.5% |
| 30D | -40.7% | +5.0% | -45.7% | -42.8% |
| 3M | -39.1% | -18.2% | -20.9% | -31.0% |
| 6M | -26.4% | -20.7% | -5.7% | -15.4% |
| YTD | +59.7% | -31.4% | +91.2% | +99.2% |
| 1Y | +10.3% | -22.3% | +32.6% | +24.3% |
| 3Y | +228.9% | +50.2% | +178.7% | +100.9% |
| All | +174.6% | +33.8% | +140.8% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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