+86.1%
ARM vs FGI
+81.8%
+4.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.5% | -3.6% | +3.7% |
| 7D | +5.5% | +0.5% | +4.9% | +5.4% |
| 30D | -8.2% | +65.4% | -73.6% | -11.4% |
| 3M | -35.9% | +23.5% | -59.4% | -37.7% |
| 6M | +103.1% | +60.5% | +42.6% | +94.8% |
| YTD | +130.6% | +30.0% | +100.6% | +121.9% |
| 1Y | +86.1% | +82.1% | +4.0% | +79.0% |
| All | +86.1% | +81.8% | +4.2% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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