+35.8%
ARM vs FFIV
+28.7%
+7.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -2.0% | -3.2% |
| 7D | +9.1% | -0.5% | +9.7% | +9.6% |
| 30D | -19.9% | -32.4% | +12.4% | -4.9% |
| 3M | -31.6% | -25.7% | -5.9% | -22.9% |
| 6M | -13.9% | -13.5% | -0.4% | -7.1% |
| YTD | +74.3% | +21.1% | +53.2% | +71.1% |
| 1Y | +35.8% | +29.4% | +6.4% | +33.7% |
| All | +35.8% | +28.7% | +7.1% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling