+228.9%
ARM vs ON
-7.8%
+236.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.3% | +4.4% |
| 7D | -15.2% | -11.7% | -3.6% | -7.5% |
| 30D | -40.7% | -23.3% | -17.4% | -28.9% |
| 3M | -39.1% | -19.2% | -19.9% | -29.7% |
| 6M | -26.4% | -40.1% | +13.7% | -0.6% |
| YTD | +59.7% | +16.9% | +42.8% | +37.2% |
| 1Y | +10.3% | +29.7% | -19.4% | -12.5% |
| 3Y | +228.9% | -4.4% | +233.3% | +216.5% |
| All | +228.9% | -7.8% | +236.6% | +216.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling