+296.4%
ARM vs LIN
+28.1%
+268.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.5% |
| 7D | +5.5% | -2.1% | +7.6% | +6.9% |
| 30D | -8.2% | -2.4% | -5.8% | -6.9% |
| 3M | -35.9% | -5.6% | -30.3% | -34.3% |
| 6M | +103.1% | -3.4% | +106.5% | +104.9% |
| YTD | +130.6% | +13.1% | +117.5% | +103.8% |
| 1Y | +86.1% | +2.5% | +83.6% | +79.9% |
| All | +296.4% | +28.1% | +268.3% | +226.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling