+296.4%
ARM vs F
+40.0%
+256.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.5% | +3.2% |
| 7D | +5.5% | +5.3% | +0.1% | +2.9% |
| 30D | -8.2% | +4.6% | -12.8% | -10.4% |
| 3M | -35.9% | -3.7% | -32.3% | -35.0% |
| 6M | +103.1% | +16.8% | +86.3% | +85.5% |
| YTD | +130.6% | +15.3% | +115.3% | +111.4% |
| 1Y | +86.1% | +31.0% | +55.1% | +58.1% |
| All | +296.4% | +40.0% | +256.4% | +213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling