+185.4%
ARM vs MET
+73.0%
+112.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.3% | -3.0% |
| 7D | -10.4% | +1.8% | -12.1% | -11.1% |
| 30D | -31.8% | +4.8% | -36.6% | -33.7% |
| 3M | -32.2% | +6.2% | -38.4% | -34.8% |
| 6M | -14.9% | +33.8% | -48.7% | -30.9% |
| YTD | +66.0% | +33.3% | +32.7% | +34.6% |
| 1Y | +17.2% | +36.3% | -19.1% | -6.9% |
| 3Y | +247.2% | +84.6% | +162.6% | +120.0% |
| All | +185.4% | +73.0% | +112.4% | +92.6% |
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