+86.1%
ARM vs MAR
+27.3%
+58.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +5.5% | -4.2% | +9.6% | +7.1% |
| 30D | -8.2% | -6.7% | -1.5% | -5.8% |
| 3M | -35.9% | -12.5% | -23.4% | -32.3% |
| 6M | +103.1% | +0.6% | +102.5% | +100.5% |
| YTD | +130.6% | +9.1% | +121.5% | +130.2% |
| 1Y | +86.1% | +26.2% | +59.9% | +90.9% |
| All | +86.1% | +27.3% | +58.8% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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