+185.4%
ARM vs FTV
+19.3%
+166.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.3% |
| 7D | -10.4% | +1.4% | -11.7% | -11.0% |
| 30D | -31.8% | +18.3% | -50.1% | -40.1% |
| 3M | -32.2% | +9.8% | -42.1% | -36.9% |
| 6M | -14.9% | +12.3% | -27.2% | -23.0% |
| YTD | +66.0% | +23.1% | +43.0% | +35.2% |
| 1Y | +17.2% | +32.5% | -15.3% | -12.1% |
| 3Y | +247.2% | +38.3% | +208.9% | +151.3% |
| All | +185.4% | +19.3% | +166.1% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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