+219.8%
ARM vs EW
+43.5%
+176.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.7% | +10.3% | +11.3% |
| 7D | +6.0% | +6.5% | -0.5% | +3.5% |
| 30D | -20.3% | +22.5% | -42.8% | -26.7% |
| 3M | -24.4% | +13.0% | -37.4% | -28.2% |
| 6M | -4.4% | +37.1% | -41.5% | -17.2% |
| YTD | +86.0% | +24.1% | +61.9% | +68.5% |
| 1Y | +35.8% | +24.2% | +11.6% | +22.8% |
| 3Y | +289.1% | +64.8% | +224.3% | +183.1% |
| All | +219.8% | +43.5% | +176.2% | +159.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling