+296.4%
ARM vs COMP
+237.0%
+59.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | +5.5% | +1.4% | +4.1% | +5.1% |
| 30D | -8.2% | -13.3% | +5.1% | -5.1% |
| 3M | -35.9% | +41.1% | -77.0% | -41.6% |
| 6M | +103.1% | +17.2% | +85.9% | +90.8% |
| YTD | +130.6% | +5.2% | +125.4% | +120.0% |
| 1Y | +86.1% | +18.9% | +67.1% | +71.0% |
| All | +296.4% | +237.0% | +59.5% | +147.8% |
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