+296.4%
ARM vs CI
+3.5%
+292.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +3.9% |
| 7D | +5.5% | +1.3% | +4.1% | +5.5% |
| 30D | -8.2% | +4.4% | -12.6% | -8.1% |
| 3M | -35.9% | +0.7% | -36.6% | -35.9% |
| 6M | +103.1% | +0.3% | +102.8% | +102.6% |
| YTD | +130.6% | +3.8% | +126.8% | +129.6% |
| 1Y | +86.1% | -5.5% | +91.6% | +86.6% |
| All | +296.4% | +3.5% | +292.9% | +282.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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