+201.6%
ARM vs FN
+129.0%
+72.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.0% | +0.7% | -2.0% |
| 7D | -18.7% | -7.0% | -11.7% | -15.8% |
| 30D | -36.7% | -24.7% | -12.0% | -26.8% |
| 3M | -31.6% | -35.7% | +4.0% | -15.3% |
| 6M | -5.6% | -52.4% | +46.8% | +34.9% |
| YTD | +75.5% | -25.0% | +100.4% | +88.1% |
| 1Y | +19.3% | -25.7% | +45.0% | +26.3% |
| 3Y | +258.6% | +110.2% | +148.4% | +76.3% |
| All | +201.6% | +129.0% | +72.6% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling