+162.2%
ARM vs CP
+22.1%
+140.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.7% | -12.4% | -12.6% |
| 7D | -27.1% | +6.1% | -33.2% | -30.2% |
| 30D | -44.9% | +9.8% | -54.6% | -48.7% |
| 3M | -39.3% | +2.7% | -42.0% | -40.9% |
| 6M | -20.2% | +12.8% | -32.9% | -29.0% |
| YTD | +52.5% | +28.2% | +24.4% | +21.5% |
| 1Y | +4.1% | +34.1% | -30.1% | -20.6% |
| 3Y | +211.7% | +28.9% | +182.8% | +137.2% |
| All | +162.2% | +22.1% | +140.1% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling