+174.6%
ARM vs GEN
+65.5%
+109.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.6% | +7.4% | +5.7% |
| 7D | -15.2% | +2.3% | -17.5% | -16.1% |
| 30D | -40.7% | +33.1% | -73.7% | -47.9% |
| 3M | -39.1% | +6.5% | -45.6% | -41.9% |
| 6M | -26.4% | +53.8% | -80.2% | -43.5% |
| YTD | +59.7% | +11.2% | +48.5% | +47.9% |
| 1Y | +10.3% | +19.4% | -9.0% | -3.1% |
| 3Y | +228.9% | +81.0% | +147.8% | +110.6% |
| All | +174.6% | +65.5% | +109.1% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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