+21.2%
ARM vs COMP
+13.3%
+7.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.4% | +4.8% | -0.1% |
| 7D | -10.4% | +7.2% | -17.6% | -12.3% |
| 30D | -31.8% | +6.4% | -38.2% | -33.4% |
| 3M | -32.2% | -19.4% | -12.8% | -27.9% |
| 6M | -14.9% | +14.6% | -29.5% | -21.2% |
| YTD | +66.0% | -5.5% | +71.5% | +51.6% |
| All | +21.2% | +13.3% | +7.9% | +9.1% |
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