+201.6%
ARM vs LIN
+40.8%
+160.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -7.9% | -6.7% |
| 7D | -18.7% | +3.3% | -22.0% | -20.4% |
| 30D | -36.7% | +8.8% | -45.5% | -40.1% |
| 3M | -31.6% | +8.6% | -40.3% | -35.4% |
| 6M | -5.6% | +7.0% | -12.6% | -10.9% |
| YTD | +75.5% | +24.3% | +51.2% | +45.8% |
| 1Y | +19.3% | +27.3% | -7.9% | -3.2% |
| 3Y | +258.6% | +38.9% | +219.7% | +178.2% |
| All | +201.6% | +40.8% | +160.8% | +133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling