+296.4%
ARM vs CLX
-29.3%
+325.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +3.9% |
| 7D | +5.5% | -9.2% | +14.7% | +5.1% |
| 30D | -8.2% | -11.0% | +2.9% | -8.6% |
| 3M | -35.9% | +5.0% | -41.0% | -35.9% |
| 6M | +103.1% | -18.8% | +121.9% | +101.8% |
| YTD | +130.6% | -4.4% | +135.0% | +132.4% |
| 1Y | +86.1% | -21.9% | +107.9% | +85.0% |
| All | +296.4% | -29.3% | +325.7% | +306.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling