+296.4%
ARM vs CP
+19.0%
+277.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.7% |
| 7D | +5.5% | -2.7% | +8.1% | +7.5% |
| 30D | -8.2% | +0.2% | -8.4% | -8.5% |
| 3M | -35.9% | +2.6% | -38.5% | -38.0% |
| 6M | +103.1% | +6.0% | +97.1% | +90.9% |
| YTD | +130.6% | +24.9% | +105.7% | +88.1% |
| 1Y | +86.1% | +20.1% | +66.0% | +56.6% |
| All | +296.4% | +19.0% | +277.4% | +242.4% |
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