+162.2%
ARM vs LIN
+39.9%
+122.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.7% | -12.4% | -12.7% |
| 7D | -27.1% | +3.6% | -30.7% | -28.8% |
| 30D | -44.9% | +6.4% | -51.3% | -47.1% |
| 3M | -39.3% | +6.5% | -45.8% | -41.9% |
| 6M | -20.2% | +4.9% | -25.0% | -23.6% |
| YTD | +52.5% | +23.4% | +29.1% | +27.3% |
| 1Y | +4.1% | +26.3% | -22.2% | -15.1% |
| 3Y | +211.7% | +38.0% | +173.7% | +142.9% |
| All | +162.2% | +39.9% | +122.3% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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