+41.3%
ARM vs FIG
-77.7%
+119.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +19.8% | +2.6% | +17.2% | +19.7% |
| 30D | -21.8% | -13.1% | -8.7% | -21.2% |
| 3M | -26.5% | -20.3% | -6.2% | -25.8% |
| 6M | -3.9% | -2.1% | -1.8% | -4.6% |
| YTD | +82.8% | -49.4% | +132.1% | +92.2% |
| 1Y | +34.3% | -57.0% | +91.3% | +43.4% |
| All | +41.3% | -77.7% | +119.1% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling