+214.0%
ARM vs EW
+50.0%
+164.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.5% | -14.5% | -13.6% |
| 7D | -27.1% | +6.8% | -33.9% | -29.1% |
| 30D | -44.9% | +16.6% | -61.5% | -48.3% |
| 3M | -39.3% | +13.3% | -52.6% | -42.6% |
| 6M | -20.2% | +21.6% | -41.8% | -27.2% |
| YTD | +52.5% | +18.3% | +34.3% | +40.8% |
| 1Y | +4.1% | +21.7% | -17.6% | -5.1% |
| All | +214.0% | +50.0% | +164.0% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling