+193.0%
ARM vs MO
+116.1%
+76.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.4% |
| 7D | -5.3% | -1.8% | -3.6% | -6.4% |
| 30D | -30.0% | +5.8% | -35.8% | -26.8% |
| 3M | -34.1% | +12.7% | -46.8% | -27.8% |
| 6M | -12.6% | +14.8% | -27.4% | -2.2% |
| YTD | +70.4% | +37.8% | +32.6% | +108.3% |
| 1Y | +22.3% | +39.5% | -17.2% | +50.4% |
| 3Y | +261.2% | +136.1% | +125.1% | +404.1% |
| All | +193.0% | +116.1% | +76.9% | +333.1% |
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