+28.4%
ARM vs FIG
-78.1%
+106.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -2.4% |
| 7D | -10.4% | -11.4% | +1.0% | -9.7% |
| 30D | -31.8% | -17.2% | -14.6% | -31.2% |
| 3M | -32.2% | -26.6% | -5.6% | -31.4% |
| 6M | -14.9% | -9.8% | -5.1% | -14.9% |
| YTD | +66.0% | -50.1% | +116.2% | +74.7% |
| 1Y | +17.2% | -58.1% | +75.3% | +25.3% |
| All | +28.4% | -78.1% | +106.5% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling