-39.3%
ARM vs O
-4.2%
-35.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.5% | -13.5% | -12.5% |
| 7D | -27.1% | +4.5% | -31.6% | -23.5% |
| 30D | -44.9% | +10.2% | -55.1% | -39.9% |
| 3M | -39.3% | -3.8% | -35.5% | -35.4% |
| All | -39.3% | -4.2% | -35.1% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 3mo: compounded portfolio wealth divided by compounded O 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…
3mo analysis · Full analysis span regression · Available span rolling