+162.2%
ARM vs FFIV
+94.2%
+68.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.5% | -7.6% | -9.3% |
| 7D | -27.1% | -14.2% | -12.9% | -18.7% |
| 30D | -44.9% | -33.6% | -11.3% | -29.0% |
| 3M | -39.3% | -24.2% | -15.1% | -29.1% |
| 6M | -20.2% | -8.3% | -11.9% | -17.9% |
| YTD | +52.5% | +22.1% | +30.4% | +24.3% |
| 1Y | +4.1% | +26.5% | -22.4% | -17.9% |
| 3Y | +211.7% | +102.3% | +109.4% | +69.5% |
| All | +162.2% | +94.2% | +68.0% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling