+228.9%
ARM vs MDY
+50.6%
+178.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +3.4% |
| 7D | -15.2% | -1.7% | -13.6% | -11.7% |
| 30D | -40.7% | -0.9% | -39.8% | -38.9% |
| 3M | -39.1% | -5.7% | -33.3% | -29.9% |
| 6M | -26.4% | -2.9% | -23.5% | -18.1% |
| YTD | +59.7% | +9.8% | +49.9% | +42.7% |
| 1Y | +10.3% | +13.5% | -3.1% | -7.9% |
| 3Y | +228.9% | +51.9% | +176.9% | +73.2% |
| All | +228.9% | +50.6% | +178.3% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling