+162.2%
ARM vs ON
-35.7%
+197.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -11.6% | -1.5% | -5.7% |
| 7D | -27.1% | -16.3% | -10.9% | -17.9% |
| 30D | -44.9% | -27.0% | -17.9% | -32.3% |
| 3M | -39.3% | -18.1% | -21.2% | -30.8% |
| 6M | -20.2% | -38.6% | +18.5% | +5.4% |
| YTD | +52.5% | +16.4% | +36.2% | +33.7% |
| 1Y | +4.1% | +25.8% | -21.7% | -13.9% |
| 3Y | +211.7% | -7.7% | +219.4% | +209.4% |
| All | +162.2% | -35.7% | +197.8% | +197.3% |
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