+162.2%
ARM vs CLX
-23.2%
+185.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.5% | -13.6% | -13.0% |
| 7D | -27.1% | +12.4% | -39.6% | -26.7% |
| 30D | -44.9% | +21.1% | -66.0% | -44.4% |
| 3M | -39.3% | -3.3% | -36.0% | -39.3% |
| 6M | -20.2% | +18.8% | -39.0% | -20.1% |
| YTD | +52.5% | +3.9% | +48.6% | +54.2% |
| 1Y | +4.1% | -3.8% | +7.9% | +4.7% |
| 3Y | +211.7% | -10.5% | +222.2% | +170.2% |
| All | +162.2% | -23.2% | +185.3% | +170.1% |
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