+10.3%
ARM vs MA
+19.4%
-9.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.5% |
| 7D | -15.2% | +2.3% | -17.5% | -13.9% |
| 30D | -40.7% | +14.7% | -55.4% | -36.3% |
| 3M | -39.1% | +13.5% | -52.6% | -34.7% |
| 6M | -26.4% | +33.1% | -59.5% | -16.2% |
| YTD | +59.7% | +15.1% | +44.7% | +79.2% |
| 1Y | +10.3% | +18.7% | -8.4% | +25.9% |
| All | +10.3% | +19.4% | -9.1% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling