+296.4%
ARM vs IT
-47.5%
+343.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.6% | +8.5% | +5.0% |
| 7D | +5.5% | -6.0% | +11.5% | +6.9% |
| 30D | -8.2% | 0.0% | -8.2% | -8.6% |
| 3M | -35.9% | +13.1% | -49.0% | -38.1% |
| 6M | +103.1% | +11.7% | +91.4% | +95.5% |
| YTD | +130.6% | -26.1% | +156.7% | +157.2% |
| 1Y | +86.1% | -21.3% | +107.3% | +98.1% |
| All | +296.4% | -47.5% | +343.9% | +516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling