+10.3%
ARM vs FGI
+46.9%
-36.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +4.8% |
| 7D | -15.2% | -7.0% | -8.3% | -14.9% |
| 30D | -40.7% | -4.2% | -36.5% | -40.6% |
| 3M | -39.1% | +55.6% | -94.7% | -42.1% |
| 6M | -26.4% | -3.2% | -23.3% | -28.7% |
| YTD | +59.7% | +29.1% | +30.6% | +50.7% |
| 1Y | +10.3% | +51.0% | -40.6% | +3.4% |
| All | +10.3% | +46.9% | -36.6% | +3.4% |
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