+228.9%
ARM vs MTB
+95.2%
+133.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.7% | +5.3% |
| 7D | -15.2% | -1.3% | -13.9% | -14.5% |
| 30D | -40.7% | +0.5% | -41.2% | -40.9% |
| 3M | -39.1% | -12.4% | -26.7% | -34.2% |
| 6M | -26.4% | +1.5% | -27.9% | -28.2% |
| YTD | +59.7% | +10.3% | +49.5% | +47.0% |
| 1Y | +10.3% | +22.2% | -11.9% | -5.5% |
| 3Y | +228.9% | +96.9% | +131.9% | +97.6% |
| All | +228.9% | +95.2% | +133.6% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling