+4.1%
ARM vs LIN
+26.9%
-22.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.7% | -12.4% | -13.2% |
| 7D | -27.1% | +3.6% | -30.7% | -26.7% |
| 30D | -44.9% | +6.4% | -51.3% | -44.5% |
| 3M | -39.3% | +6.5% | -45.8% | -38.8% |
| 6M | -20.2% | +4.9% | -25.0% | -19.8% |
| YTD | +52.5% | +23.4% | +29.1% | +62.5% |
| 1Y | +4.1% | +26.3% | -22.2% | +13.5% |
| All | +4.1% | +26.9% | -22.8% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling