+193.0%
ARM vs FTV
+18.2%
+174.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.6% | +4.0% | +4.6% |
| 7D | -5.3% | +0.4% | -5.7% | -5.3% |
| 30D | -30.0% | +17.2% | -47.2% | -38.1% |
| 3M | -34.1% | +8.9% | -42.9% | -38.2% |
| 6M | -12.6% | +11.3% | -23.9% | -20.4% |
| YTD | +70.4% | +21.9% | +48.5% | +39.8% |
| 1Y | +22.3% | +31.6% | -9.3% | -7.8% |
| 3Y | +261.2% | +38.1% | +223.1% | +161.7% |
| All | +193.0% | +18.2% | +174.8% | +149.0% |
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