+193.0%
ARM vs MA
+59.8%
+133.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.5% |
| 7D | -5.3% | -0.3% | -5.0% | -5.2% |
| 30D | -30.0% | +11.3% | -41.4% | -32.6% |
| 3M | -34.1% | +16.7% | -50.7% | -37.9% |
| 6M | -12.6% | +32.8% | -45.4% | -23.5% |
| YTD | +70.4% | +15.6% | +54.8% | +62.7% |
| 1Y | +22.3% | +19.6% | +2.7% | +13.2% |
| 3Y | +261.2% | +72.1% | +189.1% | +147.6% |
| All | +193.0% | +59.8% | +133.1% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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