+174.6%
ARM vs EW
+38.6%
+136.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.2% |
| 7D | -15.2% | +11.0% | -26.2% | -18.9% |
| 30D | -40.7% | +19.1% | -59.8% | -44.8% |
| 3M | -39.1% | +14.4% | -53.4% | -42.7% |
| 6M | -26.4% | +22.8% | -49.2% | -33.3% |
| YTD | +59.7% | +19.8% | +39.9% | +46.6% |
| 1Y | +10.3% | +23.9% | -13.6% | -0.3% |
| 3Y | +228.9% | +52.2% | +176.6% | +148.2% |
| All | +174.6% | +38.6% | +136.0% | +125.3% |
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