+315.5%
ARM vs ITOT
+75.1%
+240.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +2.5% |
| 7D | +12.5% | -0.4% | +12.9% | +13.5% |
| 30D | -1.4% | -1.6% | +0.2% | +3.1% |
| 3M | -18.7% | +3.5% | -22.2% | -24.3% |
| 6M | +124.6% | +13.1% | +111.5% | +72.0% |
| YTD | +141.7% | +12.7% | +129.0% | +87.1% |
| 1Y | +87.7% | +18.3% | +69.4% | +29.1% |
| All | +315.5% | +75.1% | +240.4% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling