+296.4%
ARM vs IR
+15.3%
+281.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +2.8% |
| 7D | +5.5% | -2.8% | +8.3% | +8.0% |
| 30D | -8.2% | -15.1% | +6.9% | +5.4% |
| 3M | -35.9% | +6.1% | -42.0% | -40.3% |
| 6M | +103.1% | -16.8% | +119.9% | +134.7% |
| YTD | +130.6% | -3.5% | +134.2% | +128.3% |
| 1Y | +86.1% | -3.5% | +89.6% | +81.0% |
| All | +296.4% | +15.3% | +281.2% | +238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling