+193.0%
ARM vs MET
+71.7%
+121.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.5% | +3.2% | +4.7% |
| 7D | -5.3% | +1.3% | -6.6% | -5.9% |
| 30D | -30.0% | +4.0% | -34.0% | -31.6% |
| 3M | -34.1% | +4.6% | -38.7% | -36.0% |
| 6M | -12.6% | +32.8% | -45.4% | -28.7% |
| YTD | +70.4% | +32.3% | +38.1% | +38.8% |
| 1Y | +22.3% | +37.1% | -14.9% | -3.4% |
| 3Y | +261.2% | +86.8% | +174.4% | +127.0% |
| All | +193.0% | +71.7% | +121.3% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling