+199.6%
ARM vs FLEX
+280.8%
-81.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -1.8% |
| 7D | +9.1% | +7.5% | +1.7% | +3.8% |
| 30D | -19.9% | -25.3% | +5.3% | -2.8% |
| 3M | -31.6% | -39.7% | +8.1% | -3.8% |
| 6M | -13.9% | -47.9% | +34.0% | +32.4% |
| YTD | +74.3% | +24.1% | +50.2% | +29.6% |
| 1Y | +35.8% | +26.0% | +9.8% | -1.7% |
| 3Y | +268.6% | +282.7% | -14.1% | +0.4% |
| All | +199.6% | +280.8% | -81.2% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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