+35.8%
ARM vs FE
+5.8%
+30.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -3.7% |
| 7D | +9.1% | +1.2% | +7.9% | +10.3% |
| 30D | -19.9% | +4.5% | -24.5% | -16.6% |
| 3M | -31.6% | +1.3% | -33.0% | -30.8% |
| 6M | -13.9% | +8.7% | -22.5% | -10.7% |
| YTD | +74.3% | +9.2% | +65.1% | +76.6% |
| 1Y | +35.8% | +7.0% | +28.8% | +38.6% |
| All | +35.8% | +5.8% | +30.0% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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