+19.3%
ARM vs IT
-17.9%
+37.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.7% | -5.1% |
| 7D | -18.7% | -5.5% | -13.2% | -19.1% |
| 30D | -36.7% | +10.3% | -47.0% | -36.2% |
| 3M | -31.6% | +11.5% | -43.2% | -31.0% |
| 6M | -5.6% | +40.3% | -45.9% | -1.6% |
| YTD | +75.5% | -17.9% | +93.3% | +71.8% |
| 1Y | +19.3% | -8.8% | +28.1% | +20.8% |
| All | +19.3% | -17.9% | +37.2% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling