+296.4%
ARM vs FTV
+0.3%
+296.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.7% |
| 7D | +5.5% | -4.5% | +9.9% | +9.3% |
| 30D | -8.2% | -7.1% | -1.1% | -2.8% |
| 3M | -35.9% | -7.2% | -28.8% | -32.6% |
| 6M | +103.1% | -1.5% | +104.6% | +101.4% |
| YTD | +130.6% | +3.5% | +127.1% | +114.7% |
| 1Y | +86.1% | +20.3% | +65.7% | +46.2% |
| All | +296.4% | +0.3% | +296.1% | +282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling