+10.3%
ARM vs GAP
-5.7%
+16.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.1% | +8.9% | +5.4% |
| 7D | -15.2% | -3.8% | -11.5% | -14.5% |
| 30D | -40.7% | -9.0% | -31.7% | -39.6% |
| 3M | -39.1% | +5.5% | -44.5% | -39.8% |
| 6M | -26.4% | -11.1% | -15.3% | -25.8% |
| YTD | +59.7% | -13.6% | +73.3% | +61.7% |
| 1Y | +10.3% | -2.9% | +13.2% | +13.0% |
| All | +10.3% | -5.7% | +16.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling