+214.2%
ARM vs EW
+43.5%
+170.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +19.8% | +4.9% | +14.9% | +17.7% |
| 30D | -21.8% | +24.1% | -45.9% | -28.4% |
| 3M | -26.5% | +13.7% | -40.2% | -30.5% |
| 6M | -3.9% | +32.7% | -36.6% | -15.5% |
| YTD | +82.8% | +24.1% | +58.7% | +65.6% |
| 1Y | +34.3% | +23.6% | +10.7% | +21.7% |
| 3Y | +282.2% | +64.8% | +217.4% | +178.2% |
| All | +214.2% | +43.5% | +170.6% | +154.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling