+199.6%
ARM vs MET
+73.4%
+126.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -5.1% |
| 7D | +9.1% | +4.5% | +4.7% | +6.5% |
| 30D | -19.9% | +3.5% | -23.5% | -21.6% |
| 3M | -31.6% | +5.9% | -37.6% | -34.1% |
| 6M | -13.9% | +33.1% | -46.9% | -29.7% |
| YTD | +74.3% | +33.6% | +40.7% | +41.2% |
| 1Y | +35.8% | +32.7% | +3.1% | +10.1% |
| 3Y | +268.6% | +85.0% | +183.6% | +133.2% |
| All | +199.6% | +73.4% | +126.3% | +101.9% |
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