+162.2%
ARM vs M
+141.5%
+20.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.9% | -7.2% | -10.6% |
| 7D | -27.1% | -2.1% | -25.0% | -26.4% |
| 30D | -44.9% | +7.7% | -52.6% | -46.8% |
| 3M | -39.3% | -4.4% | -34.9% | -38.6% |
| 6M | -20.2% | +27.5% | -47.7% | -28.8% |
| YTD | +52.5% | +12.8% | +39.8% | +42.0% |
| 1Y | +4.1% | +20.7% | -16.6% | -6.3% |
| 3Y | +211.7% | +111.3% | +100.4% | +106.1% |
| All | +162.2% | +141.5% | +20.7% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling