+87.7%
ARM vs MKTX
-11.2%
+98.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +12.5% | +0.3% | +12.2% | +12.5% |
| 30D | -1.4% | +1.0% | -2.3% | -1.3% |
| 3M | -18.7% | +40.8% | -59.5% | -13.7% |
| 6M | +124.6% | -10.9% | +135.5% | +99.0% |
| YTD | +141.7% | -8.6% | +150.3% | +113.4% |
| 1Y | +87.7% | -11.6% | +99.2% | +55.4% |
| All | +87.7% | -11.2% | +98.9% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling