+174.6%
ARM vs FLEX
+254.3%
-79.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.6% | +0.2% | +1.5% |
| 7D | -15.2% | -19.3% | +4.1% | -1.8% |
| 30D | -40.7% | -41.5% | +0.9% | -14.8% |
| 3M | -39.1% | -43.1% | +4.0% | -10.7% |
| 6M | -26.4% | -48.2% | +21.8% | +13.5% |
| YTD | +59.7% | +15.5% | +44.3% | +24.9% |
| 1Y | +10.3% | +10.2% | +0.1% | -11.2% |
| 3Y | +228.9% | +256.8% | -28.0% | -6.0% |
| All | +174.6% | +254.3% | -79.7% | -18.3% |
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