+162.2%
ARM vs FGI
+2.3%
+159.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | 0.0% | -13.0% | -13.1% |
| 7D | -27.1% | -11.6% | -15.5% | -26.8% |
| 30D | -44.9% | -3.3% | -41.6% | -44.9% |
| 3M | -39.3% | +65.6% | -104.9% | -41.5% |
| 6M | -20.2% | -2.8% | -17.4% | -22.1% |
| YTD | +52.5% | +30.1% | +22.4% | +46.4% |
| 1Y | +4.1% | +50.2% | -46.1% | -0.6% |
| 3Y | +211.7% | -0.4% | +212.1% | +219.1% |
| All | +162.2% | +2.3% | +159.9% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling