+296.4%
ARM vs FFIV
+143.2%
+153.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.2% |
| 7D | +5.5% | -1.0% | +6.4% | +6.2% |
| 30D | -8.2% | -5.1% | -3.1% | -4.9% |
| 3M | -35.9% | -4.5% | -31.5% | -33.5% |
| 6M | +103.1% | +36.5% | +66.6% | +62.8% |
| YTD | +130.6% | +53.0% | +77.6% | +66.8% |
| 1Y | +86.1% | +24.2% | +61.9% | +57.2% |
| All | +296.4% | +143.2% | +153.2% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling