+34.3%
ARM vs CP
+33.3%
+1.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -1.9% |
| 7D | +19.8% | +0.9% | +18.9% | +19.6% |
| 30D | -21.8% | +10.3% | -32.1% | -23.8% |
| 3M | -26.5% | +2.3% | -28.8% | -26.7% |
| 6M | -3.9% | +10.7% | -14.6% | -9.4% |
| YTD | +82.8% | +29.3% | +53.5% | +61.9% |
| 1Y | +34.3% | +31.5% | +2.9% | +18.5% |
| All | +34.3% | +33.3% | +1.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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