+86.1%
ARM vs ICE
-7.2%
+93.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +3.1% |
| 7D | +5.5% | -0.7% | +6.1% | +5.1% |
| 30D | -8.2% | +7.6% | -15.8% | -5.3% |
| 3M | -35.9% | +13.9% | -49.9% | -31.4% |
| 6M | +103.1% | -2.4% | +105.5% | +118.5% |
| YTD | +130.6% | +0.3% | +130.4% | +148.4% |
| 1Y | +86.1% | -6.4% | +92.5% | +93.4% |
| All | +86.1% | -7.2% | +93.2% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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