+174.6%
ARM vs MA
+59.1%
+115.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.9% |
| 7D | -15.2% | +2.3% | -17.5% | -15.8% |
| 30D | -40.7% | +14.7% | -55.4% | -43.5% |
| 3M | -39.1% | +13.5% | -52.6% | -42.0% |
| 6M | -26.4% | +33.1% | -59.5% | -35.9% |
| YTD | +59.7% | +15.1% | +44.7% | +52.7% |
| 1Y | +10.3% | +18.7% | -8.4% | +2.5% |
| 3Y | +228.9% | +72.1% | +156.8% | +125.1% |
| All | +174.6% | +59.1% | +115.5% | +108.3% |
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