+103.1%
ARM vs ICE
-0.7%
+103.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +2.1% |
| 7D | +5.5% | -0.7% | +6.1% | +4.5% |
| 30D | -8.2% | +7.6% | -15.8% | -1.5% |
| 3M | -35.9% | +13.9% | -49.9% | -25.2% |
| 6M | +103.1% | -2.4% | +105.5% | +136.2% |
| All | +103.1% | -0.7% | +103.8% | +136.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling