+228.9%
ARM vs CP
+26.5%
+202.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.9% |
| 7D | -15.2% | +2.8% | -18.0% | -17.0% |
| 30D | -40.7% | +10.2% | -50.9% | -45.1% |
| 3M | -39.1% | +2.4% | -41.4% | -40.6% |
| 6M | -26.4% | +7.7% | -34.1% | -32.3% |
| YTD | +59.7% | +26.0% | +33.8% | +28.6% |
| 1Y | +10.3% | +34.6% | -24.3% | -16.6% |
| 3Y | +228.9% | +26.7% | +202.2% | +156.0% |
| All | +228.9% | +26.5% | +202.4% | +156.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling