+34.3%
ARM vs CG
-26.5%
+60.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.1% |
| 7D | +19.8% | -1.5% | +21.3% | +20.5% |
| 30D | -21.8% | +5.7% | -27.5% | -23.3% |
| 3M | -26.5% | -17.9% | -8.6% | -21.0% |
| 6M | -3.9% | -20.2% | +16.3% | +5.2% |
| YTD | +82.8% | -32.0% | +114.8% | +99.9% |
| 1Y | +34.3% | -27.0% | +61.3% | +41.0% |
| All | +34.3% | -26.5% | +60.8% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling