+214.0%
ARM vs MET
+77.6%
+136.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.1% | -10.0% | -11.4% |
| 7D | -27.1% | -0.5% | -26.6% | -26.8% |
| 30D | -44.9% | +3.3% | -48.2% | -46.0% |
| 3M | -39.3% | +4.2% | -43.5% | -40.9% |
| 6M | -20.2% | +27.3% | -47.5% | -32.8% |
| YTD | +52.5% | +29.8% | +22.7% | +25.7% |
| 1Y | +4.1% | +30.2% | -26.2% | -14.8% |
| All | +214.0% | +77.6% | +136.4% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling