+296.4%
ARM vs GM
+169.2%
+127.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.6% |
| 7D | +5.5% | +1.9% | +3.5% | +4.6% |
| 30D | -8.2% | -1.4% | -6.8% | -7.8% |
| 3M | -35.9% | +5.9% | -41.8% | -37.7% |
| 6M | +103.1% | +12.4% | +90.7% | +91.9% |
| YTD | +130.6% | +8.6% | +122.0% | +119.8% |
| 1Y | +86.1% | +52.6% | +33.5% | +52.4% |
| All | +296.4% | +169.2% | +127.3% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling