+199.6%
ARM vs FDS
-19.8%
+219.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.6% |
| 7D | +9.1% | +1.5% | +7.6% | +9.2% |
| 30D | -19.9% | +14.8% | -34.8% | -19.4% |
| 3M | -31.6% | +16.3% | -47.9% | -30.9% |
| 6M | -13.9% | +66.2% | -80.1% | -14.6% |
| YTD | +74.3% | +16.2% | +58.1% | +84.9% |
| 1Y | +35.8% | +21.8% | +14.0% | +41.7% |
| 3Y | +268.6% | -23.9% | +292.5% | +306.3% |
| All | +199.6% | -19.8% | +219.5% | +205.0% |
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 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