+193.0%
ARM vs ON
-29.4%
+222.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +9.2% | -2.5% | +0.8% |
| 7D | -5.3% | -1.4% | -3.9% | -4.1% |
| 30D | -30.0% | -10.9% | -19.2% | -24.4% |
| 3M | -34.1% | -14.9% | -19.2% | -26.7% |
| 6M | -12.6% | -33.0% | +20.4% | +8.6% |
| YTD | +70.4% | +27.6% | +42.8% | +40.7% |
| 1Y | +22.3% | +44.5% | -22.2% | -7.5% |
| 3Y | +261.2% | +7.4% | +253.8% | +232.0% |
| All | +193.0% | -29.4% | +222.4% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 10y: compounded portfolio wealth divided by compounded ON 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…
10y analysis · Full analysis span regression · 6 months rolling