+296.4%
ARM vs MKTX
-22.2%
+318.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +5.5% | +0.4% | +5.0% | +5.5% |
| 30D | -8.2% | +1.1% | -9.3% | -8.2% |
| 3M | -35.9% | +36.1% | -72.0% | -35.7% |
| 6M | +103.1% | -12.9% | +116.0% | +101.9% |
| YTD | +130.6% | -8.5% | +139.1% | +129.1% |
| 1Y | +86.1% | -7.5% | +93.6% | +84.9% |
| All | +296.4% | -22.2% | +318.6% | +305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling