+86.1%
ARM vs MOD
+45.0%
+41.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.3% | -0.4% | +1.8% |
| 7D | +5.5% | +9.6% | -4.1% | +0.7% |
| 30D | -8.2% | 0.0% | -8.2% | -8.4% |
| 3M | -35.9% | -35.4% | -0.6% | -21.5% |
| 6M | +103.1% | -7.3% | +110.4% | +117.9% |
| YTD | +130.6% | +45.8% | +84.8% | +114.5% |
| 1Y | +86.1% | +43.1% | +42.9% | +68.3% |
| All | +86.1% | +45.0% | +41.1% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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