+174.6%
ARM vs KEY
+109.8%
+64.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.3% | +5.0% |
| 7D | -15.2% | -1.3% | -13.9% | -14.6% |
| 30D | -40.7% | +5.1% | -45.8% | -42.4% |
| 3M | -39.1% | -7.1% | -32.0% | -36.6% |
| 6M | -26.4% | -4.4% | -22.0% | -24.9% |
| YTD | +59.7% | +4.0% | +55.7% | +55.3% |
| 1Y | +10.3% | +23.4% | -13.1% | -2.9% |
| 3Y | +228.9% | +113.9% | +114.9% | +111.0% |
| All | +174.6% | +109.8% | +64.8% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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