+174.6%
ARM vs PM
+137.8%
+36.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +4.1% |
| 7D | -15.2% | -5.2% | -10.0% | -17.0% |
| 30D | -40.7% | +2.7% | -43.4% | -39.8% |
| 3M | -39.1% | +6.1% | -45.2% | -37.2% |
| 6M | -26.4% | +18.0% | -44.4% | -21.4% |
| YTD | +59.7% | +26.6% | +33.2% | +73.5% |
| 1Y | +10.3% | +36.7% | -26.3% | +22.7% |
| 3Y | +228.9% | +146.0% | +82.8% | +379.4% |
| All | +174.6% | +137.8% | +36.8% | +316.2% |
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