+174.6%
ARM vs O
+27.5%
+147.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +4.6% |
| 7D | -15.2% | +3.7% | -18.9% | -14.5% |
| 30D | -40.7% | +11.2% | -51.9% | -39.3% |
| 3M | -39.1% | -4.0% | -35.1% | -39.2% |
| 6M | -26.4% | -5.2% | -21.2% | -26.1% |
| YTD | +59.7% | +9.5% | +50.3% | +58.5% |
| 1Y | +10.3% | +10.6% | -0.3% | +9.4% |
| 3Y | +228.9% | +38.1% | +190.7% | +193.7% |
| All | +174.6% | +27.5% | +147.2% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling