+19.3%
ARM vs EW
+19.7%
-0.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.4% | -9.7% | -6.9% |
| 7D | -18.7% | +8.3% | -27.0% | -21.2% |
| 30D | -36.7% | +13.9% | -50.6% | -39.9% |
| 3M | -31.6% | +10.9% | -42.5% | -34.6% |
| 6M | -5.6% | +19.2% | -24.9% | -15.2% |
| YTD | +75.5% | +16.6% | +58.9% | +54.8% |
| 1Y | +19.3% | +18.1% | +1.2% | +5.8% |
| All | +19.3% | +19.7% | -0.3% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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