+296.4%
ARM vs FE
+45.5%
+250.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.7% |
| 7D | +5.5% | +1.9% | +3.5% | +6.1% |
| 30D | -8.2% | -1.2% | -7.0% | -8.6% |
| 3M | -35.9% | +3.5% | -39.4% | -35.2% |
| 6M | +103.1% | -6.1% | +109.2% | +101.9% |
| YTD | +130.6% | +7.6% | +123.0% | +134.3% |
| 1Y | +86.1% | +11.9% | +74.2% | +90.6% |
| All | +296.4% | +45.5% | +250.9% | +299.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling