+20.3%
ARM vs MA
+19.5%
+0.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.9% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -30.0% | +11.3% | -41.4% | -25.9% |
| 3M | -34.1% | +16.7% | -50.7% | -28.5% |
| 6M | -12.6% | +32.8% | -45.4% | -0.2% |
| YTD | +70.4% | +15.6% | +54.8% | +91.6% |
| All | +20.3% | +19.5% | +0.8% | +37.5% |
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