+34.3%
ARM vs FDX
+50.3%
-16.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.2% |
| 7D | +19.8% | +0.8% | +19.0% | +19.3% |
| 30D | -21.8% | +9.9% | -31.7% | -25.4% |
| 3M | -26.5% | -1.9% | -24.6% | -25.6% |
| 6M | -3.9% | +6.1% | -10.0% | -7.3% |
| YTD | +82.8% | +38.8% | +44.0% | +61.6% |
| 1Y | +34.3% | +50.0% | -15.7% | +20.1% |
| All | +34.3% | +50.3% | -16.0% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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