+174.6%
ARM vs MO
+117.0%
+57.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +3.5% |
| 7D | -15.2% | -2.4% | -12.8% | -16.6% |
| 30D | -40.7% | +9.7% | -50.4% | -36.4% |
| 3M | -39.1% | +14.1% | -53.2% | -32.7% |
| 6M | -26.4% | +11.9% | -38.3% | -18.5% |
| YTD | +59.7% | +38.4% | +21.3% | +95.7% |
| 1Y | +10.3% | +41.9% | -31.6% | +36.9% |
| 3Y | +228.9% | +134.5% | +94.3% | +360.6% |
| All | +174.6% | +117.0% | +57.6% | +307.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling