+214.0%
ARM vs LIN
+38.0%
+176.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.7% | -12.4% | -12.7% |
| 7D | -27.1% | +3.6% | -30.7% | -28.6% |
| 30D | -44.9% | +6.4% | -51.3% | -46.9% |
| 3M | -39.3% | +6.5% | -45.8% | -41.7% |
| 6M | -20.2% | +4.9% | -25.0% | -23.3% |
| YTD | +52.5% | +23.4% | +29.1% | +28.5% |
| 1Y | +4.1% | +26.3% | -22.2% | -14.2% |
| All | +214.0% | +38.0% | +176.0% | +180.0% |
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 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