+162.2%
ARM vs FIVE
+48.4%
+113.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.3% | -8.8% | -11.5% |
| 7D | -27.1% | -1.7% | -25.4% | -26.6% |
| 30D | -44.9% | +14.9% | -59.8% | -47.8% |
| 3M | -39.3% | +7.6% | -46.9% | -41.5% |
| 6M | -20.2% | +6.4% | -26.6% | -22.8% |
| YTD | +52.5% | +28.1% | +24.4% | +37.9% |
| 1Y | +4.1% | +54.7% | -50.6% | -12.2% |
| 3Y | +211.7% | +36.1% | +175.6% | +123.5% |
| All | +162.2% | +48.4% | +113.8% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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