+219.8%
ARM vs PM
+135.9%
+83.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.1% | +11.0% | +12.5% |
| 7D | +6.0% | -7.1% | +13.1% | +3.0% |
| 30D | -20.3% | -2.8% | -17.5% | -20.9% |
| 3M | -24.4% | +6.3% | -30.7% | -22.0% |
| 6M | -4.4% | +9.6% | -14.0% | +0.6% |
| YTD | +86.0% | +25.6% | +60.4% | +101.5% |
| 1Y | +35.8% | +29.7% | +6.2% | +48.9% |
| 3Y | +289.1% | +147.6% | +141.5% | +460.1% |
| All | +219.8% | +135.9% | +83.9% | +383.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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