+162.2%
ARM vs FN
+96.4%
+65.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -14.2% | +1.2% | -5.3% |
| 7D | -27.1% | -16.0% | -11.1% | -20.0% |
| 30D | -44.9% | -40.1% | -4.8% | -27.6% |
| 3M | -39.3% | -43.9% | +4.6% | -18.8% |
| 6M | -20.2% | -55.6% | +35.5% | +19.6% |
| YTD | +52.5% | -35.7% | +88.2% | +78.2% |
| 1Y | +4.1% | -39.8% | +43.9% | +24.5% |
| 3Y | +211.7% | +80.3% | +131.4% | +67.0% |
| All | +162.2% | +96.4% | +65.8% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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