+199.6%
ARM vs FRSH
-39.7%
+239.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +9.1% | +4.6% | +4.5% | +7.7% |
| 30D | -19.9% | -7.5% | -12.5% | -18.2% |
| 3M | -31.6% | -0.1% | -31.5% | -32.1% |
| 6M | -13.9% | +54.5% | -68.4% | -26.6% |
| YTD | +74.3% | +3.4% | +70.9% | +68.9% |
| 1Y | +35.8% | +6.4% | +29.4% | +29.9% |
| 3Y | +268.6% | -26.3% | +294.9% | +281.5% |
| All | +199.6% | -39.7% | +239.3% | +240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling