+174.6%
ARM vs CLX
-23.0%
+197.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.5% | +4.8% |
| 7D | -15.2% | +13.6% | -28.8% | -14.7% |
| 30D | -40.7% | +23.4% | -64.0% | -40.2% |
| 3M | -39.1% | -2.8% | -36.2% | -39.1% |
| 6M | -26.4% | +14.0% | -40.4% | -26.2% |
| YTD | +59.7% | +4.2% | +55.6% | +61.6% |
| 1Y | +10.3% | -1.2% | +11.5% | +11.3% |
| 3Y | +228.9% | -12.7% | +241.5% | +190.8% |
| All | +174.6% | -23.0% | +197.6% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling