+193.0%
ARM vs M
+149.1%
+43.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.1% | -1.4% | +3.3% |
| 7D | -5.3% | +2.5% | -7.9% | -6.5% |
| 30D | -30.0% | +10.1% | -40.1% | -33.1% |
| 3M | -34.1% | -0.9% | -33.1% | -34.3% |
| 6M | -12.6% | +30.2% | -42.8% | -23.0% |
| YTD | +70.4% | +16.3% | +54.1% | +56.5% |
| 1Y | +22.3% | +27.0% | -4.7% | +7.7% |
| 3Y | +261.2% | +154.5% | +106.7% | +114.8% |
| All | +193.0% | +149.1% | +43.9% | +73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling