+219.8%
ARM vs IR
+28.4%
+191.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.9% | +13.0% | +12.8% |
| 7D | +6.0% | +1.1% | +5.0% | +5.4% |
| 30D | -20.3% | +7.6% | -27.9% | -25.1% |
| 3M | -24.4% | +0.1% | -24.5% | -24.6% |
| 6M | -4.4% | +14.0% | -18.3% | -16.2% |
| YTD | +86.0% | +7.5% | +78.6% | +67.8% |
| 1Y | +35.8% | +10.1% | +25.7% | +18.7% |
| 3Y | +289.1% | +24.9% | +264.2% | +208.7% |
| All | +219.8% | +28.4% | +191.4% | +148.6% |
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