+193.0%
ARM vs FFIV
+97.9%
+95.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.2% | +4.5% | +5.2% |
| 7D | -5.3% | -2.1% | -3.2% | -3.5% |
| 30D | -30.0% | -33.8% | +3.7% | -9.4% |
| 3M | -34.1% | -20.6% | -13.5% | -25.5% |
| 6M | -12.6% | -10.2% | -2.4% | -8.6% |
| YTD | +70.4% | +24.5% | +46.0% | +37.2% |
| 1Y | +22.3% | +29.3% | -7.0% | -5.0% |
| 3Y | +261.2% | +103.8% | +157.4% | +95.3% |
| All | +193.0% | +97.9% | +95.1% | +61.0% |
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