+20.3%
ARM vs MO
+39.9%
-19.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.3% |
| 7D | -5.3% | -1.8% | -3.6% | -6.9% |
| 30D | -30.0% | +5.8% | -35.8% | -25.3% |
| 3M | -34.1% | +12.7% | -46.8% | -24.9% |
| 6M | -12.6% | +14.8% | -27.4% | +1.2% |
| YTD | +70.4% | +37.8% | +32.6% | +117.6% |
| All | +20.3% | +39.9% | -19.6% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling