+193.0%
ARM vs CG
+42.6%
+150.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.6% | +0.1% | +2.4% |
| 7D | -5.3% | +3.0% | -8.4% | -7.0% |
| 30D | -30.0% | +10.1% | -40.2% | -34.5% |
| 3M | -34.1% | -10.8% | -23.2% | -29.5% |
| 6M | -12.6% | -15.2% | +2.6% | -4.0% |
| YTD | +70.4% | -26.9% | +97.3% | +103.9% |
| 1Y | +22.3% | -17.0% | +39.3% | +32.0% |
| 3Y | +261.2% | +54.6% | +206.5% | +118.3% |
| All | +193.0% | +42.6% | +150.4% | +88.9% |
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