+261.2%
ARM vs PL
+459.7%
-198.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.4% | +1.1% | -3.8% |
| 7D | -18.7% | -11.7% | -7.0% | -16.2% |
| 30D | -36.7% | -27.1% | -9.5% | -31.9% |
| 3M | -31.6% | -44.6% | +13.0% | -22.1% |
| 6M | -5.6% | -67.2% | +61.5% | +18.1% |
| YTD | +75.5% | -35.9% | +111.3% | +85.9% |
| 1Y | +19.3% | -0.4% | +19.7% | +12.7% |
| All | +261.2% | +459.7% | -198.5% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling