+268.6%
ARM vs IT
-53.3%
+321.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.7% |
| 7D | +9.1% | +1.1% | +8.0% | +9.0% |
| 30D | -19.9% | -1.8% | -18.1% | -20.5% |
| 3M | -31.6% | +4.8% | -36.5% | -33.6% |
| 6M | -13.9% | +33.0% | -46.9% | -22.0% |
| YTD | +74.3% | -23.8% | +98.1% | +92.3% |
| 1Y | +35.8% | -16.5% | +52.3% | +42.6% |
| 3Y | +268.6% | -53.6% | +322.2% | +526.4% |
| All | +268.6% | -53.3% | +321.9% | +526.4% |
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