+261.2%
ARM vs COMP
+346.2%
-85.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.7% | -13.0% | -7.1% |
| 7D | -18.7% | +9.5% | -28.2% | -20.6% |
| 30D | -36.7% | +8.1% | -44.8% | -38.2% |
| 3M | -31.6% | -16.3% | -15.3% | -29.3% |
| 6M | -5.6% | +42.2% | -47.8% | -15.0% |
| YTD | +75.5% | -5.0% | +80.5% | +70.4% |
| 1Y | +19.3% | +20.1% | -0.8% | +9.8% |
| All | +261.2% | +346.2% | -85.0% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling