+296.4%
ARM vs MA
+41.0%
+255.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.4% |
| 7D | +5.5% | -2.7% | +8.2% | +6.6% |
| 30D | -8.2% | +1.5% | -9.7% | -8.9% |
| 3M | -35.9% | +20.4% | -56.4% | -42.0% |
| 6M | +103.1% | +11.1% | +92.0% | +91.4% |
| YTD | +130.6% | +2.0% | +128.7% | +130.5% |
| 1Y | +86.1% | -2.2% | +88.2% | +92.2% |
| All | +296.4% | +41.0% | +255.5% | +214.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling