+228.9%
ARM vs GM
+198.3%
+30.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.5% | +8.3% | +6.2% |
| 7D | -15.2% | -1.4% | -13.8% | -14.9% |
| 30D | -40.7% | +6.4% | -47.1% | -42.5% |
| 3M | -39.1% | -0.7% | -38.4% | -39.4% |
| 6M | -26.4% | +9.9% | -36.4% | -30.3% |
| YTD | +59.7% | +6.7% | +53.1% | +52.4% |
| 1Y | +10.3% | +26.2% | -15.9% | -1.7% |
| 3Y | +228.9% | +205.0% | +23.8% | +86.0% |
| All | +228.9% | +198.3% | +30.6% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 3y: compounded portfolio wealth divided by compounded GM 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…
3y analysis · Full analysis span regression · 6 months rolling