+228.9%
ARM vs ITOT
+74.2%
+154.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.4% | +3.6% |
| 7D | -15.2% | -2.7% | -12.6% | -8.1% |
| 30D | -40.7% | -5.2% | -35.5% | -30.1% |
| 3M | -39.1% | -4.4% | -34.7% | -29.1% |
| 6M | -26.4% | +0.4% | -26.8% | -22.0% |
| YTD | +59.7% | +8.8% | +51.0% | +40.0% |
| 1Y | +10.3% | +11.0% | -0.7% | -8.4% |
| 3Y | +228.9% | +74.4% | +154.4% | -17.2% |
| All | +228.9% | +74.2% | +154.7% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling