-31.6%
ARM vs INIO
-41.6%
+10.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -19.5% | +14.2% | +3.5% |
| 7D | -18.7% | -19.7% | +1.0% | -11.1% |
| 30D | -36.7% | -22.3% | -14.3% | -30.3% |
| 3M | -31.6% | -46.1% | +14.5% | -16.1% |
| All | -31.6% | -41.6% | +10.0% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 3mo: compounded portfolio wealth divided by compounded INIO 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…
3mo analysis · Full analysis span regression · Available span rolling