+19.3%
ARM vs M
+36.6%
-17.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.6% | -12.9% | -8.1% |
| 7D | -18.7% | +8.3% | -27.0% | -21.3% |
| 30D | -36.7% | +14.2% | -50.9% | -40.3% |
| 3M | -31.6% | -1.1% | -30.5% | -31.4% |
| 6M | -5.6% | +36.6% | -42.2% | -19.9% |
| YTD | +75.5% | +19.8% | +55.7% | +49.3% |
| 1Y | +19.3% | +37.2% | -17.9% | +2.0% |
| All | +19.3% | +36.6% | -17.2% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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