+174.6%
ARM vs M
+130.4%
+44.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.6% | +9.3% | +6.6% |
| 7D | -15.2% | -4.3% | -10.9% | -13.9% |
| 30D | -40.7% | +1.3% | -42.0% | -41.3% |
| 3M | -39.1% | -7.4% | -31.7% | -37.7% |
| 6M | -26.4% | +18.3% | -44.8% | -32.5% |
| YTD | +59.7% | +7.6% | +52.2% | +51.4% |
| 1Y | +10.3% | +17.4% | -7.0% | +0.4% |
| 3Y | +228.9% | +108.4% | +120.5% | +116.4% |
| All | +174.6% | +130.4% | +44.2% | +67.9% |
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