+17.2%
ARM vs IAG
+42.2%
-25.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.7% | +4.1% | 0.0% |
| 7D | -10.4% | +16.8% | -27.2% | -15.9% |
| 30D | -31.8% | -1.5% | -30.4% | -31.5% |
| 3M | -32.2% | +0.5% | -32.7% | -32.6% |
| 6M | -14.9% | -1.0% | -13.9% | -16.8% |
| YTD | +66.0% | +12.3% | +53.7% | +56.0% |
| 1Y | +17.2% | +39.2% | -22.0% | +3.5% |
| All | +17.2% | +42.2% | -25.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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