+228.9%
ARM vs IT
-51.0%
+279.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.0% | +8.8% | +5.3% |
| 7D | -15.2% | -16.9% | +1.7% | -13.1% |
| 30D | -40.7% | +2.3% | -43.0% | -41.6% |
| 3M | -39.1% | +2.9% | -41.9% | -40.7% |
| 6M | -26.4% | +25.9% | -52.3% | -32.6% |
| YTD | +59.7% | -24.6% | +84.4% | +76.4% |
| 1Y | +10.3% | -16.0% | +26.4% | +14.9% |
| 3Y | +228.9% | -51.6% | +280.4% | +433.9% |
| All | +228.9% | -51.0% | +279.8% | +433.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling