+296.4%
ARM vs ON
-24.1%
+320.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.3% |
| 7D | +5.5% | +2.4% | +3.0% | +3.9% |
| 30D | -8.2% | -3.3% | -4.9% | -6.2% |
| 3M | -35.9% | -43.6% | +7.6% | -10.9% |
| 6M | +103.1% | +19.0% | +84.2% | +76.1% |
| YTD | +130.6% | +37.4% | +93.3% | +81.1% |
| 1Y | +86.1% | +54.8% | +31.3% | +33.5% |
| All | +296.4% | -24.1% | +320.5% | +302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling