+296.4%
ARM vs PL
+556.5%
-260.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.2% |
| 7D | +5.5% | -9.3% | +14.8% | +7.6% |
| 30D | -8.2% | -18.9% | +10.7% | -3.9% |
| 3M | -35.9% | -58.4% | +22.4% | -23.4% |
| 6M | +103.1% | -30.3% | +133.4% | +113.1% |
| YTD | +130.6% | -8.1% | +138.7% | +124.7% |
| 1Y | +86.1% | +180.5% | -94.4% | +32.2% |
| All | +296.4% | +556.5% | -260.1% | +104.2% |
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