+174.6%
ARM vs COMP
+209.4%
-34.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +10.7% | -6.0% | +2.1% |
| 7D | -15.2% | +13.4% | -28.7% | -17.9% |
| 30D | -40.7% | +11.1% | -51.8% | -42.4% |
| 3M | -39.1% | -18.8% | -20.2% | -36.3% |
| 6M | -26.4% | +10.5% | -36.9% | -29.4% |
| YTD | +59.7% | -3.4% | +63.2% | +54.7% |
| 1Y | +10.3% | +19.7% | -9.4% | +1.7% |
| 3Y | +228.9% | +381.6% | -152.8% | +97.0% |
| All | +174.6% | +209.4% | -34.8% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling