+174.6%
ARM vs IR
+25.3%
+149.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +3.6% |
| 7D | -15.2% | +3.7% | -18.9% | -17.6% |
| 30D | -40.7% | +7.4% | -48.1% | -44.2% |
| 3M | -39.1% | -5.9% | -33.2% | -36.0% |
| 6M | -26.4% | +5.6% | -32.0% | -31.0% |
| YTD | +59.7% | +4.8% | +54.9% | +47.2% |
| 1Y | +10.3% | +6.9% | +3.4% | -1.1% |
| 3Y | +228.9% | +27.6% | +201.3% | +157.9% |
| All | +174.6% | +25.3% | +149.3% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling