+86.1%
ARM vs M
+46.1%
+39.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +2.7% |
| 7D | +5.5% | +4.7% | +0.7% | +3.2% |
| 30D | -8.2% | -9.6% | +1.5% | -3.8% |
| 3M | -35.9% | +0.9% | -36.8% | -37.1% |
| 6M | +103.1% | +22.3% | +80.8% | +81.6% |
| YTD | +130.6% | +6.5% | +124.1% | +111.1% |
| 1Y | +86.1% | +38.8% | +47.3% | +51.5% |
| All | +86.1% | +46.1% | +39.9% | +51.5% |
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