+296.4%
ARM vs P
+165.8%
+130.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.2% |
| 7D | +5.5% | +6.5% | -1.1% | +2.1% |
| 30D | -8.2% | +18.8% | -27.0% | -17.4% |
| 3M | -35.9% | +26.7% | -62.7% | -43.7% |
| 6M | +103.1% | +62.2% | +40.9% | +54.4% |
| YTD | +130.6% | +48.5% | +82.1% | +79.7% |
| 1Y | +86.1% | +26.4% | +59.7% | +49.3% |
| All | +296.4% | +165.8% | +130.6% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling