+247.2%
ARM vs IR
+28.5%
+218.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.6% |
| 7D | -10.4% | +1.5% | -11.9% | -11.2% |
| 30D | -31.8% | +9.0% | -40.9% | -36.6% |
| 3M | -32.2% | -0.9% | -31.4% | -31.8% |
| 6M | -14.9% | +13.4% | -28.3% | -25.1% |
| YTD | +66.0% | +8.5% | +57.6% | +48.4% |
| 1Y | +17.2% | +11.3% | +6.0% | +1.3% |
| 3Y | +247.2% | +26.0% | +221.2% | +149.7% |
| All | +247.2% | +28.5% | +218.7% | +149.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling