+228.9%
ARM vs FDS
-23.2%
+252.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.7% | +8.4% | +4.4% |
| 7D | -15.2% | -0.5% | -14.7% | -15.2% |
| 30D | -40.7% | +20.2% | -60.9% | -39.9% |
| 3M | -39.1% | +19.9% | -59.0% | -38.2% |
| 6M | -26.4% | +56.2% | -82.6% | -25.8% |
| YTD | +59.7% | +14.6% | +45.2% | +70.1% |
| 1Y | +10.3% | +31.6% | -21.3% | +12.7% |
| 3Y | +228.9% | -23.8% | +252.7% | +264.2% |
| All | +228.9% | -23.2% | +252.0% | +264.2% |
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