+174.6%
ARM vs FIVE
+47.8%
+126.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.9% |
| 7D | -15.2% | -0.3% | -14.9% | -15.2% |
| 30D | -40.7% | +17.7% | -58.3% | -44.3% |
| 3M | -39.1% | +4.0% | -43.1% | -40.5% |
| 6M | -26.4% | +2.6% | -29.0% | -27.9% |
| YTD | +59.7% | +27.6% | +32.2% | +44.6% |
| 1Y | +10.3% | +59.9% | -49.6% | -8.0% |
| 3Y | +228.9% | +35.8% | +193.1% | +135.9% |
| All | +174.6% | +47.8% | +126.8% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling