+261.2%
ARM vs MKTX
-22.8%
+284.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.6% | +6.7% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | -30.0% | +0.7% | -30.7% | -30.0% |
| 3M | -34.1% | +2.4% | -36.5% | -34.0% |
| 6M | -12.6% | +13.5% | -26.1% | -12.9% |
| YTD | +70.4% | -7.2% | +77.7% | +68.4% |
| 1Y | +22.3% | +1.0% | +21.3% | +21.0% |
| 3Y | +261.2% | -23.7% | +284.9% | +304.8% |
| All | +261.2% | -22.8% | +284.0% | +304.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling