+10.3%
ARM vs MTB
+22.0%
-11.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.7% | +5.0% |
| 7D | -15.2% | -1.3% | -13.9% | -14.8% |
| 30D | -40.7% | +0.5% | -41.2% | -40.6% |
| 3M | -39.1% | -12.4% | -26.7% | -36.8% |
| 6M | -26.4% | +1.5% | -27.9% | -28.4% |
| YTD | +59.7% | +10.3% | +49.5% | +48.9% |
| 1Y | +10.3% | +22.2% | -11.9% | +2.6% |
| All | +10.3% | +22.0% | -11.6% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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