+311.3%
ARM vs MET
+60.3%
+250.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +5.0% |
| 7D | +11.4% | +1.1% | +10.2% | +10.4% |
| 30D | -7.4% | -2.3% | -5.1% | -6.3% |
| 3M | -24.5% | +13.9% | -38.4% | -31.4% |
| 6M | +128.7% | +34.8% | +93.8% | +84.4% |
| YTD | +139.3% | +23.5% | +115.7% | +103.3% |
| 1Y | +88.0% | +23.4% | +64.6% | +58.7% |
| All | +311.3% | +60.3% | +250.9% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling