+247.2%
ARM vs CLX
-9.6%
+256.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.5% |
| 7D | -10.4% | +13.6% | -24.0% | -9.1% |
| 30D | -31.8% | +29.1% | -60.9% | -29.9% |
| 3M | -32.2% | +1.6% | -33.8% | -32.1% |
| 6M | -14.9% | +18.7% | -33.6% | -13.0% |
| YTD | +66.0% | +11.1% | +54.9% | +70.6% |
| 1Y | +17.2% | +7.0% | +10.2% | +19.6% |
| 3Y | +247.2% | -10.0% | +257.2% | +252.9% |
| All | +247.2% | -9.6% | +256.8% | +252.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling