+86.1%
ARM vs CLF
+20.0%
+66.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.8% | +2.1% | +3.4% |
| 7D | +5.5% | +7.6% | -2.1% | +3.0% |
| 30D | -8.2% | -1.2% | -7.0% | -8.1% |
| 3M | -35.9% | -13.4% | -22.6% | -33.1% |
| 6M | +103.1% | +15.4% | +87.7% | +91.9% |
| YTD | +130.6% | -5.9% | +136.5% | +123.6% |
| 1Y | +86.1% | +18.8% | +67.3% | +64.6% |
| All | +86.1% | +20.0% | +66.1% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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