+185.4%
ARM vs MO
+117.6%
+67.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.1% |
| 7D | -10.4% | -0.8% | -9.6% | -10.8% |
| 30D | -31.8% | +6.5% | -38.3% | -28.4% |
| 3M | -32.2% | +18.3% | -50.6% | -23.4% |
| 6M | -14.9% | +15.6% | -30.5% | -4.3% |
| YTD | +66.0% | +38.8% | +27.2% | +103.9% |
| 1Y | +17.2% | +41.6% | -24.4% | +45.4% |
| 3Y | +247.2% | +138.2% | +109.0% | +386.9% |
| All | +185.4% | +117.6% | +67.8% | +324.0% |
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