-4.4%
ARM vs IT
+24.8%
-29.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.2% | +9.9% | +12.3% |
| 7D | +6.0% | -6.8% | +12.9% | +4.9% |
| 30D | -20.3% | -0.6% | -19.8% | -20.5% |
| 3M | -24.4% | +3.1% | -27.4% | -23.9% |
| 6M | -4.4% | +25.5% | -29.9% | +6.4% |
| All | -4.4% | +24.8% | -29.2% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling