+201.6%
ARM vs PL
+358.3%
-156.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -31.7% |
| 3M | -31.6% | -44.6% | +13.0% | -21.9% |
| 6M | -5.6% | -67.2% | +61.5% | +18.8% |
| YTD | +75.5% | -35.9% | +111.3% | +85.8% |
| 1Y | +19.3% | -0.4% | +19.7% | +12.2% |
| 3Y | +258.6% | +454.8% | -196.3% | +76.7% |
| All | +201.6% | +358.3% | -156.7% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling