+296.4%
ARM vs IAG
+798.2%
-501.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.1% | +4.5% |
| 7D | +5.5% | -0.5% | +6.0% | +5.5% |
| 30D | -8.2% | +28.9% | -37.1% | -14.4% |
| 3M | -35.9% | +19.1% | -55.1% | -39.1% |
| 6M | +103.1% | -10.3% | +113.4% | +102.8% |
| YTD | +130.6% | +24.2% | +106.4% | +114.6% |
| 1Y | +86.1% | +116.5% | -30.4% | +54.0% |
| All | +296.4% | +798.2% | -501.8% | +135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling