+86.1%
ARM vs MDY
+17.9%
+68.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.6% |
| 7D | +5.5% | +0.1% | +5.3% | +5.1% |
| 30D | -8.2% | -1.5% | -6.7% | -4.6% |
| 3M | -35.9% | +0.8% | -36.7% | -35.5% |
| 6M | +103.1% | +7.4% | +95.7% | +82.8% |
| YTD | +130.6% | +15.2% | +115.4% | +89.6% |
| 1Y | +86.1% | +16.5% | +69.5% | +50.2% |
| All | +86.1% | +17.9% | +68.1% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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