+199.6%
ARM vs CG
+34.0%
+165.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.7% | -5.3% |
| 7D | +9.1% | +0.2% | +8.9% | +8.8% |
| 30D | -19.9% | +11.2% | -31.1% | -25.8% |
| 3M | -31.6% | -22.1% | -9.5% | -20.0% |
| 6M | -13.9% | -17.9% | +4.1% | -3.5% |
| YTD | +74.3% | -31.3% | +105.6% | +116.8% |
| 1Y | +35.8% | -24.0% | +59.8% | +55.6% |
| 3Y | +268.6% | +45.0% | +223.6% | +132.2% |
| All | +199.6% | +34.0% | +165.6% | +100.8% |
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