+199.6%
ARM vs MO
+124.1%
+75.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.6% | -4.0% |
| 7D | +9.1% | +3.3% | +5.8% | +11.5% |
| 30D | -19.9% | +7.5% | -27.5% | -15.4% |
| 3M | -31.6% | +22.8% | -54.4% | -20.9% |
| 6M | -13.9% | +13.4% | -27.2% | -3.2% |
| YTD | +74.3% | +43.0% | +31.3% | +118.3% |
| 1Y | +35.8% | +45.2% | -9.4% | +71.4% |
| 3Y | +268.6% | +145.5% | +123.1% | +427.1% |
| All | +199.6% | +124.1% | +75.5% | +353.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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