+19.3%
ARM vs FIG
-52.3%
+71.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.2% | -10.5% | -5.2% |
| 7D | -18.7% | -4.7% | -14.0% | -18.7% |
| 30D | -36.7% | +0.5% | -37.2% | -36.7% |
| 3M | -31.6% | -18.4% | -13.2% | -31.5% |
| 6M | -5.6% | +10.9% | -16.5% | -5.6% |
| YTD | +75.5% | -40.8% | +116.2% | +95.1% |
| 1Y | +19.3% | -51.7% | +71.0% | +43.7% |
| All | +19.3% | -52.3% | +71.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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