+162.2%
ARM vs FE
+46.5%
+115.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.2% | -12.9% | -13.1% |
| 7D | -27.1% | +0.6% | -27.7% | -27.0% |
| 30D | -44.9% | +6.4% | -51.3% | -43.7% |
| 3M | -39.3% | -0.5% | -38.8% | -39.3% |
| 6M | -20.2% | +4.7% | -24.9% | -19.0% |
| YTD | +52.5% | +8.4% | +44.2% | +55.6% |
| 1Y | +4.1% | +7.2% | -3.2% | +6.1% |
| 3Y | +211.7% | +44.9% | +166.8% | +219.5% |
| All | +162.2% | +46.5% | +115.7% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling