+228.9%
ARM vs MET
+75.0%
+153.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.6% |
| 7D | -15.2% | -1.2% | -14.1% | -14.6% |
| 30D | -40.7% | +3.2% | -43.9% | -41.9% |
| 3M | -39.1% | -1.1% | -38.0% | -38.9% |
| 6M | -26.4% | +25.0% | -51.4% | -37.5% |
| YTD | +59.7% | +27.9% | +31.9% | +32.7% |
| 1Y | +10.3% | +32.9% | -22.5% | -11.2% |
| 3Y | +228.9% | +78.8% | +150.1% | +125.4% |
| All | +228.9% | +75.0% | +153.9% | +125.4% |
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