+174.6%
ARM vs FTV
+15.1%
+159.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.8% |
| 7D | -15.2% | +0.2% | -15.4% | -15.2% |
| 30D | -40.7% | +15.7% | -56.3% | -47.0% |
| 3M | -39.1% | +7.5% | -46.6% | -42.4% |
| 6M | -26.4% | +8.5% | -34.9% | -31.7% |
| YTD | +59.7% | +18.8% | +41.0% | +33.7% |
| 1Y | +10.3% | +28.5% | -18.2% | -15.4% |
| 3Y | +228.9% | +34.0% | +194.9% | +143.7% |
| All | +174.6% | +15.1% | +159.5% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling