+78.3%
ARM vs FIG
-71.6%
+149.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.4% | +8.3% | +4.1% |
| 7D | +5.5% | -16.3% | +21.8% | +6.1% |
| 30D | -8.2% | -14.3% | +6.1% | -7.7% |
| 3M | -35.9% | +7.2% | -43.1% | -36.1% |
| 6M | +103.1% | -18.6% | +121.7% | +107.9% |
| YTD | +130.6% | -35.5% | +166.1% | +140.1% |
| 1Y | +86.1% | -55.8% | +141.9% | +102.6% |
| All | +78.3% | -71.6% | +149.9% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling