+185.4%
ARM vs CLX
-17.8%
+203.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.5% |
| 7D | -10.4% | +13.6% | -24.0% | -9.8% |
| 30D | -31.8% | +29.1% | -60.9% | -31.1% |
| 3M | -32.2% | +1.6% | -33.8% | -32.2% |
| 6M | -14.9% | +18.7% | -33.6% | -14.3% |
| YTD | +66.0% | +11.1% | +54.9% | +68.3% |
| 1Y | +17.2% | +7.0% | +10.2% | +18.6% |
| 3Y | +247.2% | -10.0% | +257.2% | +215.4% |
| All | +185.4% | -17.8% | +203.2% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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