+293.4%
ARM vs FND
-35.3%
+328.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.7% | +12.8% | +12.4% |
| 7D | +6.0% | -4.4% | +10.4% | +8.2% |
| 30D | -20.3% | +14.5% | -34.8% | -25.4% |
| 3M | -24.4% | -15.6% | -8.8% | -19.4% |
| 6M | -4.4% | +4.7% | -9.1% | -9.0% |
| YTD | +86.0% | -16.1% | +102.2% | +92.1% |
| 1Y | +35.8% | -16.0% | +51.8% | +39.2% |
| All | +293.4% | -35.3% | +328.8% | +322.2% |
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