+35.8%
ARM vs EW
+25.3%
+10.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -26.6% |
| 3M | -24.4% | +13.0% | -37.4% | -27.5% |
| 6M | -4.4% | +37.1% | -41.5% | -21.6% |
| YTD | +86.0% | +24.1% | +61.9% | +60.3% |
| 1Y | +35.8% | +24.2% | +11.6% | +17.3% |
| All | +35.8% | +25.3% | +10.5% | +17.3% |
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 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