+311.3%
ARM vs MO
+91.2%
+220.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.8% | +3.1% |
| 7D | +11.4% | -2.0% | +13.4% | +10.1% |
| 30D | -7.4% | -0.3% | -7.2% | -7.5% |
| 3M | -24.5% | -2.9% | -21.6% | -24.7% |
| 6M | +128.7% | +5.8% | +122.9% | +138.0% |
| YTD | +139.3% | +22.0% | +117.2% | +166.7% |
| 1Y | +88.0% | +10.7% | +77.3% | +101.3% |
| All | +311.3% | +91.2% | +220.0% | +454.7% |
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