+162.2%
ARM vs PL
+312.0%
-149.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -10.1% | -3.0% | -10.6% |
| 7D | -27.1% | -20.5% | -6.6% | -22.8% |
| 30D | -44.9% | -38.8% | -6.1% | -38.0% |
| 3M | -39.3% | -49.1% | +9.8% | -29.0% |
| 6M | -20.2% | -69.4% | +49.2% | +2.6% |
| YTD | +52.5% | -42.3% | +94.9% | +66.1% |
| 1Y | +4.1% | -14.2% | +18.3% | +1.7% |
| 3Y | +211.7% | +398.7% | -187.0% | +57.9% |
| All | +162.2% | +312.0% | -149.8% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling