+316.4%
ARM vs CRBG
+119.6%
+196.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.7% | +3.3% |
| 7D | +5.0% | +0.6% | +4.5% | +4.6% |
| 30D | -2.6% | +2.6% | -5.2% | -4.2% |
| 3M | -22.6% | +24.0% | -46.6% | -32.7% |
| 6M | +120.5% | +50.5% | +70.0% | +69.3% |
| YTD | +142.2% | +17.1% | +125.1% | +114.6% |
| 1Y | +71.2% | +5.9% | +65.3% | +60.7% |
| All | +316.4% | +119.6% | +196.8% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling