+185.4%
ARM vs ON
-28.9%
+214.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.0% |
| 7D | -10.4% | -4.1% | -6.3% | -7.7% |
| 30D | -31.8% | -10.2% | -21.6% | -26.7% |
| 3M | -32.2% | -12.7% | -19.5% | -25.9% |
| 6M | -14.9% | -32.5% | +17.6% | +5.3% |
| YTD | +66.0% | +28.6% | +37.5% | +36.4% |
| 1Y | +17.2% | +43.4% | -26.2% | -10.9% |
| 3Y | +247.2% | +3.3% | +243.9% | +222.2% |
| All | +185.4% | -28.9% | +214.3% | +203.5% |
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