+296.4%
ARM vs FDS
-27.2%
+323.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.5% | +7.4% | +3.9% |
| 7D | +5.5% | -1.9% | +7.4% | +5.4% |
| 30D | -8.2% | +9.0% | -17.2% | -8.1% |
| 3M | -35.9% | +18.9% | -54.8% | -35.7% |
| 6M | +103.1% | +35.1% | +68.0% | +101.0% |
| YTD | +130.6% | +5.5% | +125.1% | +142.3% |
| 1Y | +86.1% | -16.8% | +102.9% | +112.1% |
| All | +296.4% | -27.2% | +323.7% | +299.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling