-20.2%
ARM vs MET
+28.5%
-48.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.1% | -10.0% | -13.9% |
| 7D | -27.1% | -0.5% | -26.6% | -26.9% |
| 30D | -44.9% | +3.3% | -48.2% | -43.5% |
| 3M | -39.3% | +4.2% | -43.5% | -37.2% |
| 6M | -20.2% | +27.3% | -47.5% | -9.2% |
| All | -20.2% | +28.5% | -48.7% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling