+296.4%
ARM vs ICE
+42.4%
+254.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +4.7% |
| 7D | +5.5% | -0.7% | +6.1% | +5.6% |
| 30D | -8.2% | +7.6% | -15.8% | -10.9% |
| 3M | -35.9% | +13.9% | -49.9% | -39.8% |
| 6M | +103.1% | -2.4% | +105.5% | +110.5% |
| YTD | +130.6% | +0.3% | +130.4% | +130.0% |
| 1Y | +86.1% | -6.4% | +92.5% | +99.5% |
| All | +296.4% | +42.4% | +254.0% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling