+228.9%
ARM vs FND
-36.7%
+265.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.2% | +4.9% |
| 7D | -15.2% | +7.7% | -22.9% | -18.2% |
| 30D | -40.7% | +11.9% | -52.5% | -43.9% |
| 3M | -39.1% | -14.6% | -24.5% | -35.4% |
| 6M | -26.4% | +0.5% | -26.9% | -28.8% |
| YTD | +59.7% | -15.8% | +75.6% | +64.6% |
| 1Y | +10.3% | -12.9% | +23.3% | +11.1% |
| 3Y | +228.9% | -34.2% | +263.0% | +222.2% |
| All | +228.9% | -36.7% | +265.6% | +222.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling