+296.4%
ARM vs EW
+22.0%
+274.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +5.5% | -0.3% | +5.8% | +5.6% |
| 30D | -8.2% | +1.0% | -9.2% | -8.8% |
| 3M | -35.9% | +2.8% | -38.7% | -37.2% |
| 6M | +103.1% | +5.5% | +97.6% | +97.5% |
| YTD | +130.6% | +5.5% | +125.2% | +123.9% |
| 1Y | +86.1% | +11.0% | +75.0% | +76.0% |
| All | +296.4% | +22.0% | +274.5% | +244.0% |
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 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