-20.2%
ARM vs IR
+7.2%
-27.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.8% | -10.3% | -11.3% |
| 7D | -27.1% | +2.3% | -29.4% | -27.8% |
| 30D | -44.9% | +3.3% | -48.2% | -45.7% |
| 3M | -39.3% | -9.0% | -30.2% | -36.1% |
| 6M | -20.2% | +8.0% | -28.2% | -22.5% |
| All | -20.2% | +7.2% | -27.3% | -22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling