+20.3%
ARM vs EW
+26.8%
-6.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.5% | +4.2% | +5.7% |
| 7D | -5.3% | +12.3% | -17.6% | -9.6% |
| 30D | -30.0% | +22.9% | -52.9% | -35.6% |
| 3M | -34.1% | +16.7% | -50.8% | -38.2% |
| 6M | -12.6% | +31.0% | -43.6% | -25.8% |
| YTD | +70.4% | +22.8% | +47.6% | +47.4% |
| All | +20.3% | +26.8% | -6.5% | +4.4% |
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