+296.4%
ARM vs CG
+58.3%
+238.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +5.0% |
| 7D | +5.5% | -4.3% | +9.8% | +8.5% |
| 30D | -8.2% | -5.1% | -3.1% | -5.4% |
| 3M | -35.9% | +8.7% | -44.6% | -40.0% |
| 6M | +103.1% | -9.2% | +112.3% | +113.7% |
| YTD | +130.6% | -18.9% | +149.5% | +158.4% |
| 1Y | +86.1% | -25.6% | +111.7% | +119.9% |
| All | +296.4% | +58.3% | +238.1% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling