+162.2%
ARM vs COMP
+179.4%
-17.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -8.2% | -4.9% | -11.0% |
| 7D | -27.1% | -1.8% | -25.3% | -26.8% |
| 30D | -44.9% | -0.8% | -44.1% | -45.0% |
| 3M | -39.3% | -28.1% | -11.1% | -34.6% |
| 6M | -20.2% | +27.0% | -47.2% | -25.9% |
| YTD | +52.5% | -12.8% | +65.3% | +51.6% |
| 1Y | +4.1% | +4.9% | -0.8% | -0.9% |
| 3Y | +211.7% | +321.0% | -109.3% | +93.0% |
| All | +162.2% | +179.4% | -17.2% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling