+296.4%
ARM vs GEN
+70.3%
+226.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.1% | +5.0% |
| 7D | +5.5% | -1.2% | +6.6% | +6.0% |
| 30D | -8.2% | +10.1% | -18.3% | -12.9% |
| 3M | -35.9% | +16.1% | -52.0% | -41.4% |
| 6M | +103.1% | +38.9% | +64.3% | +67.1% |
| YTD | +130.6% | +14.4% | +116.2% | +113.0% |
| 1Y | +86.1% | +5.9% | +80.2% | +80.3% |
| All | +296.4% | +70.3% | +226.2% | +168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling