+17.9%
ARM vs FIG
-78.3%
+96.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -16.7% | +3.6% | -12.3% |
| 7D | -27.1% | -17.4% | -9.7% | -26.4% |
| 30D | -44.9% | -15.9% | -29.0% | -44.4% |
| 3M | -39.3% | -34.5% | -4.8% | -38.3% |
| 6M | -20.2% | -5.0% | -15.1% | -20.7% |
| YTD | +52.5% | -50.7% | +103.2% | +60.5% |
| 1Y | +4.1% | -58.1% | +62.2% | +11.2% |
| All | +17.9% | -78.3% | +96.2% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling