+193.0%
ARM vs FDS
-21.3%
+214.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.0% | +6.7% |
| 7D | -5.3% | -5.0% | -0.4% | -5.6% |
| 30D | -30.0% | +13.8% | -43.8% | -29.6% |
| 3M | -34.1% | +14.8% | -48.9% | -33.5% |
| 6M | -12.6% | +47.4% | -60.0% | -12.6% |
| YTD | +70.4% | +14.2% | +56.3% | +80.6% |
| 1Y | +22.3% | +26.6% | -4.4% | +24.9% |
| 3Y | +261.2% | -24.4% | +285.6% | +290.7% |
| All | +193.0% | -21.3% | +214.3% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling