+86.1%
ARM vs CRBG
+3.6%
+82.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.3% |
| 7D | +5.5% | +5.7% | -0.2% | +2.9% |
| 30D | -8.2% | +2.6% | -10.8% | -9.3% |
| 3M | -35.9% | +31.6% | -67.5% | -43.7% |
| 6M | +103.1% | +32.8% | +70.3% | +73.8% |
| YTD | +130.6% | +16.5% | +114.2% | +103.4% |
| 1Y | +86.1% | +6.1% | +80.0% | +64.0% |
| All | +86.1% | +3.6% | +82.5% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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