+193.0%
ARM vs PM
+132.1%
+60.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.4% | +9.1% | +5.8% |
| 7D | -5.3% | -7.3% | +2.0% | -8.0% |
| 30D | -30.0% | -4.0% | -26.0% | -30.8% |
| 3M | -34.1% | +2.7% | -36.8% | -32.8% |
| 6M | -12.6% | +14.9% | -27.5% | -7.6% |
| YTD | +70.4% | +23.5% | +46.9% | +83.5% |
| 1Y | +22.3% | +30.4% | -8.1% | +34.0% |
| 3Y | +261.2% | +143.2% | +118.0% | +417.3% |
| All | +193.0% | +132.1% | +60.9% | +340.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling