+214.0%
ARM vs FIX
+420.3%
-206.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -11.6% | -1.5% | -5.9% |
| 7D | -27.1% | -27.2% | +0.1% | -11.6% |
| 30D | -44.9% | -46.9% | +2.0% | -19.1% |
| 3M | -39.3% | -44.4% | +5.1% | -13.7% |
| 6M | -20.2% | -50.9% | +30.7% | +22.5% |
| YTD | +52.5% | +3.5% | +49.0% | +46.8% |
| 1Y | +4.1% | -2.1% | +6.2% | +2.8% |
| All | +214.0% | +420.3% | -206.3% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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