+296.4%
ARM vs O
+30.9%
+265.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +3.8% |
| 7D | +5.5% | -0.7% | +6.2% | +5.3% |
| 30D | -8.2% | -1.9% | -6.3% | -8.5% |
| 3M | -35.9% | +3.8% | -39.8% | -35.9% |
| 6M | +103.1% | -4.7% | +107.9% | +104.5% |
| YTD | +130.6% | +12.5% | +118.1% | +128.7% |
| 1Y | +86.1% | +10.8% | +75.2% | +85.0% |
| All | +296.4% | +30.9% | +265.5% | +261.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling