+174.6%
ARM vs FFIV
+93.6%
+81.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.9% |
| 7D | -15.2% | -8.1% | -7.1% | -9.8% |
| 30D | -40.7% | -33.4% | -7.3% | -23.9% |
| 3M | -39.1% | -24.7% | -14.3% | -28.5% |
| 6M | -26.4% | -8.8% | -17.6% | -24.0% |
| YTD | +59.7% | +21.8% | +38.0% | +30.5% |
| 1Y | +10.3% | +25.3% | -14.9% | -12.3% |
| 3Y | +228.9% | +101.2% | +127.7% | +79.4% |
| All | +174.6% | +93.6% | +81.0% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling