+162.2%
ARM vs MA
+59.9%
+102.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.5% | -10.6% | -12.3% |
| 7D | -27.1% | +3.2% | -30.3% | -27.8% |
| 30D | -44.9% | +15.9% | -60.8% | -47.8% |
| 3M | -39.3% | +15.2% | -54.4% | -42.5% |
| 6M | -20.2% | +32.4% | -52.5% | -30.1% |
| YTD | +52.5% | +15.6% | +36.9% | +45.6% |
| 1Y | +4.1% | +19.3% | -15.2% | -3.4% |
| 3Y | +211.7% | +73.0% | +138.7% | +113.0% |
| All | +162.2% | +59.9% | +102.3% | +98.6% |
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