+10.3%
ARM vs IT
-20.0%
+30.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.0% | +8.8% | +4.4% |
| 7D | -15.2% | -16.9% | +1.7% | -16.6% |
| 30D | -40.7% | +2.3% | -43.0% | -40.7% |
| 3M | -39.1% | +2.9% | -41.9% | -39.0% |
| 6M | -26.4% | +25.9% | -52.3% | -23.7% |
| YTD | +59.7% | -24.6% | +84.4% | +52.1% |
| 1Y | +10.3% | -16.0% | +26.4% | +11.6% |
| All | +10.3% | -20.0% | +30.3% | +11.6% |
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