+268.6%
ARM vs O
+39.0%
+229.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.9% |
| 7D | +9.1% | -0.4% | +9.5% | +8.9% |
| 30D | -19.9% | +7.1% | -27.1% | -17.8% |
| 3M | -31.6% | -5.2% | -26.4% | -32.3% |
| 6M | -13.9% | -1.8% | -12.1% | -13.7% |
| YTD | +74.3% | +9.1% | +65.2% | +75.7% |
| 1Y | +35.8% | +9.7% | +26.1% | +37.0% |
| 3Y | +268.6% | +39.1% | +229.5% | +310.3% |
| All | +268.6% | +39.0% | +229.6% | +310.3% |
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