+296.4%
ARM vs FN
+173.1%
+123.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.8% | +2.2% |
| 7D | +5.5% | -1.7% | +7.1% | +6.4% |
| 30D | -8.2% | -22.0% | +13.8% | +3.1% |
| 3M | -35.9% | -43.0% | +7.1% | -15.1% |
| 6M | +103.1% | -27.7% | +130.9% | +130.6% |
| YTD | +130.6% | -10.5% | +141.1% | +126.3% |
| 1Y | +86.1% | +12.5% | +73.6% | +55.6% |
| All | +296.4% | +173.1% | +123.3% | +67.7% |
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