+228.9%
ARM vs O
+37.3%
+191.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +4.5% |
| 7D | -15.2% | +3.7% | -18.9% | -14.0% |
| 30D | -40.7% | +11.2% | -51.9% | -38.4% |
| 3M | -39.1% | -4.0% | -35.1% | -39.4% |
| 6M | -26.4% | -5.2% | -21.2% | -26.2% |
| YTD | +59.7% | +9.5% | +50.3% | +61.0% |
| 1Y | +10.3% | +10.6% | -0.3% | +11.3% |
| 3Y | +228.9% | +38.1% | +190.7% | +231.1% |
| All | +228.9% | +37.3% | +191.6% | +231.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling