+88.0%
ARM vs MDY
+15.1%
+72.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +5.3% |
| 7D | +11.4% | +1.0% | +10.3% | +8.6% |
| 30D | -7.4% | -3.1% | -4.3% | +0.2% |
| 3M | -24.5% | +1.8% | -26.3% | -25.9% |
| 6M | +128.7% | +10.8% | +117.9% | +97.6% |
| YTD | +139.3% | +14.4% | +124.8% | +99.8% |
| 1Y | +88.0% | +15.2% | +72.8% | +54.0% |
| All | +88.0% | +15.1% | +72.8% | +54.0% |
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