+214.2%
ARM vs ON
-24.7%
+238.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +19.8% | +17.0% | +2.8% | +8.5% |
| 30D | -21.8% | -3.9% | -17.9% | -19.3% |
| 3M | -26.5% | -11.5% | -15.0% | -20.2% |
| 6M | -3.9% | -29.2% | +25.3% | +15.6% |
| YTD | +82.8% | +36.2% | +46.6% | +45.0% |
| 1Y | +34.3% | +49.6% | -15.3% | -0.5% |
| 3Y | +282.2% | +9.4% | +272.8% | +242.5% |
| All | +214.2% | -24.7% | +238.9% | +222.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling