+199.6%
ARM vs FND
-49.7%
+249.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.7% |
| 7D | +9.1% | -6.8% | +15.9% | +12.5% |
| 30D | -19.9% | +8.0% | -27.9% | -23.3% |
| 3M | -31.6% | -18.9% | -12.7% | -25.8% |
| 6M | -13.9% | +4.7% | -18.6% | -18.1% |
| YTD | +74.3% | -21.6% | +95.9% | +85.2% |
| 1Y | +35.8% | -22.0% | +57.8% | +43.7% |
| 3Y | +268.6% | -40.4% | +309.0% | +298.3% |
| All | +199.6% | -49.7% | +249.3% | +262.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling