+185.4%
ARM vs MKTX
-21.0%
+206.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -10.4% | +0.1% | -10.5% | -10.4% |
| 30D | -31.8% | +0.8% | -32.6% | -31.8% |
| 3M | -32.2% | +2.6% | -34.8% | -32.2% |
| 6M | -14.9% | +13.6% | -28.5% | -15.3% |
| YTD | +66.0% | -7.1% | +73.2% | +64.9% |
| 1Y | +17.2% | -0.1% | +17.3% | +16.2% |
| 3Y | +247.2% | -22.3% | +269.5% | +251.1% |
| All | +185.4% | -21.0% | +206.4% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling