+35.8%
ARM vs ITOT
+12.1%
+23.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -3.3% |
| 7D | +9.1% | +2.5% | +6.6% | +0.7% |
| 30D | -19.9% | -1.7% | -18.3% | -13.4% |
| 3M | -31.6% | -3.4% | -28.3% | -20.6% |
| 6M | -13.9% | +2.1% | -16.0% | -13.2% |
| YTD | +74.3% | +11.5% | +62.8% | +41.7% |
| 1Y | +35.8% | +13.6% | +22.2% | +7.8% |
| All | +35.8% | +12.1% | +23.7% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling