+299.7%
ARM vs CRBG
+116.5%
+183.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.4% |
| 7D | +4.8% | -1.6% | +6.4% | +5.7% |
| 30D | -5.5% | +2.4% | -7.9% | -7.0% |
| 3M | -17.3% | +26.8% | -44.2% | -29.0% |
| 6M | +110.9% | +41.5% | +69.3% | +67.9% |
| YTD | +132.5% | +15.5% | +117.1% | +107.7% |
| 1Y | +64.9% | +6.6% | +58.3% | +53.8% |
| All | +299.7% | +116.5% | +183.2% | +140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling