+19.3%
ARM vs COMP
+23.8%
-4.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.7% | -13.0% | -7.5% |
| 7D | -18.7% | +9.5% | -28.2% | -21.0% |
| 30D | -36.7% | +8.1% | -44.8% | -38.5% |
| 3M | -31.6% | -16.3% | -15.3% | -28.6% |
| 6M | -5.6% | +42.2% | -47.8% | -18.0% |
| YTD | +75.5% | -5.0% | +80.5% | +60.3% |
| 1Y | +19.3% | +20.1% | -0.8% | +7.5% |
| All | +19.3% | +23.8% | -4.5% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling