+228.9%
ARM vs FLR
+27.4%
+201.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.3% | +1.4% | +2.8% |
| 7D | -15.2% | -0.8% | -14.4% | -14.5% |
| 30D | -40.7% | -9.1% | -31.6% | -36.9% |
| 3M | -39.1% | -4.7% | -34.4% | -37.8% |
| 6M | -26.4% | -14.2% | -12.2% | -20.1% |
| YTD | +59.7% | +17.3% | +42.5% | +46.4% |
| 1Y | +10.3% | +4.3% | +6.1% | +7.2% |
| 3Y | +228.9% | +30.7% | +198.1% | +163.5% |
| All | +228.9% | +27.4% | +201.4% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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