+4.1%
ARM vs P
-1.7%
+5.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -16.4% | +3.3% | -6.0% |
| 7D | -27.1% | -31.9% | +4.8% | -14.2% |
| 30D | -44.9% | -36.5% | -8.4% | -33.5% |
| 3M | -39.3% | +11.6% | -50.9% | -42.2% |
| 6M | -20.2% | +25.2% | -45.4% | -27.7% |
| YTD | +52.5% | +39.4% | +13.1% | +33.1% |
| 1Y | +4.1% | -3.7% | +7.8% | -7.4% |
| All | +4.1% | -1.7% | +5.8% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling