+174.6%
ARM vs MAR
+112.9%
+61.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.9% |
| 7D | -15.2% | +4.3% | -19.5% | -18.5% |
| 30D | -40.7% | +16.8% | -57.5% | -48.5% |
| 3M | -39.1% | +16.0% | -55.1% | -47.0% |
| 6M | -26.4% | +16.5% | -42.9% | -37.1% |
| YTD | +59.7% | +35.0% | +24.7% | +17.3% |
| 1Y | +10.3% | +49.4% | -39.0% | -28.3% |
| 3Y | +228.9% | +124.1% | +104.8% | +33.2% |
| All | +174.6% | +112.9% | +61.7% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling