+162.2%
ARM vs FDS
-18.0%
+180.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.5% | -12.6% | -13.1% |
| 7D | -27.1% | +6.4% | -33.5% | -26.8% |
| 30D | -44.9% | +25.2% | -70.1% | -44.3% |
| 3M | -39.3% | +22.9% | -62.2% | -38.5% |
| 6M | -20.2% | +56.5% | -76.7% | -20.1% |
| YTD | +52.5% | +19.0% | +33.6% | +62.1% |
| 1Y | +4.1% | +32.7% | -28.6% | +6.4% |
| 3Y | +211.7% | -20.4% | +232.1% | +232.1% |
| All | +162.2% | -18.0% | +180.1% | +167.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling