+214.2%
ARM vs MAR
+117.1%
+97.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.8% |
| 7D | +19.8% | +1.8% | +18.1% | +17.9% |
| 30D | -21.8% | +14.3% | -36.1% | -30.7% |
| 3M | -26.5% | +20.0% | -46.5% | -38.0% |
| 6M | -3.9% | +21.7% | -25.7% | -21.3% |
| YTD | +82.8% | +37.7% | +45.1% | +31.8% |
| 1Y | +34.3% | +46.8% | -12.5% | -10.4% |
| 3Y | +282.2% | +121.0% | +161.2% | +57.6% |
| All | +214.2% | +117.1% | +97.1% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling