+34.3%
ARM vs FDS
+23.2%
+11.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -2.0% |
| 7D | +19.8% | -2.6% | +22.4% | +18.9% |
| 30D | -21.8% | +14.1% | -35.8% | -18.8% |
| 3M | -26.5% | +19.8% | -46.3% | -22.1% |
| 6M | -3.9% | +55.0% | -58.9% | +9.3% |
| YTD | +82.8% | +15.9% | +66.9% | +102.0% |
| 1Y | +34.3% | +24.2% | +10.1% | +54.8% |
| All | +34.3% | +23.2% | +11.1% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling