+21.2%
ARM vs FND
-14.2%
+35.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +1.0% | -1.5% |
| 7D | -10.4% | +6.8% | -17.2% | -12.1% |
| 30D | -31.8% | +13.1% | -44.9% | -34.6% |
| 3M | -32.2% | -13.1% | -19.2% | -28.9% |
| 6M | -14.9% | -0.6% | -14.3% | -16.9% |
| YTD | +66.0% | -15.5% | +81.6% | +66.1% |
| All | +21.2% | -14.2% | +35.4% | +21.6% |
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