+193.0%
ARM vs IT
-46.2%
+239.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.6% |
| 7D | -5.3% | -18.8% | +13.5% | -2.6% |
| 30D | -30.0% | -0.1% | -30.0% | -30.7% |
| 3M | -34.1% | +2.9% | -37.0% | -35.8% |
| 6M | -12.6% | +20.4% | -33.0% | -18.4% |
| YTD | +70.4% | -24.3% | +94.7% | +86.2% |
| 1Y | +22.3% | -17.2% | +39.4% | +27.7% |
| 3Y | +261.2% | -52.4% | +313.6% | +464.9% |
| All | +193.0% | -46.2% | +239.2% | +346.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling