+174.6%
ARM vs F
+19.1%
+155.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.5% | +5.1% |
| 7D | -15.2% | +1.6% | -16.8% | -16.0% |
| 30D | -40.7% | +2.6% | -43.3% | -41.6% |
| 3M | -39.1% | -8.8% | -30.3% | -36.9% |
| 6M | -26.4% | +4.6% | -31.0% | -29.4% |
| YTD | +59.7% | -1.9% | +61.6% | +57.2% |
| 1Y | +10.3% | -0.8% | +11.1% | +7.8% |
| 3Y | +228.9% | +43.5% | +185.4% | +145.5% |
| All | +174.6% | +19.1% | +155.5% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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