+20.3%
ARM vs FND
-10.2%
+30.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.1% | +2.6% | +5.5% |
| 7D | -5.3% | +8.5% | -13.9% | -7.6% |
| 30D | -30.0% | +17.2% | -47.2% | -33.6% |
| 3M | -34.1% | -14.9% | -19.1% | -30.2% |
| 6M | -12.6% | +3.1% | -15.7% | -15.6% |
| YTD | +70.4% | -12.4% | +82.8% | +68.6% |
| All | +20.3% | -10.2% | +30.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling