+17.2%
ARM vs MET
+37.6%
-20.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.3% | -2.7% |
| 7D | -10.4% | +1.8% | -12.1% | -10.6% |
| 30D | -31.8% | +4.8% | -36.6% | -32.3% |
| 3M | -32.2% | +6.2% | -38.4% | -32.9% |
| 6M | -14.9% | +33.8% | -48.7% | -24.1% |
| YTD | +66.0% | +33.3% | +32.7% | +41.4% |
| 1Y | +17.2% | +36.3% | -19.1% | -0.8% |
| All | +17.2% | +37.6% | -20.4% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling