+20.3%
ARM vs MAR
+44.0%
-23.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.6% |
| 7D | -5.3% | +0.2% | -5.5% | -5.3% |
| 30D | -30.0% | +14.0% | -44.1% | -34.0% |
| 3M | -34.1% | +18.1% | -52.2% | -38.9% |
| 6M | -12.6% | +18.6% | -31.2% | -20.0% |
| YTD | +70.4% | +35.3% | +35.2% | +51.4% |
| All | +20.3% | +44.0% | -23.7% | +9.7% |
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