+162.2%
ARM vs PR
+69.3%
+92.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.9% | -8.2% | -11.4% |
| 7D | -27.1% | -16.5% | -10.6% | -22.4% |
| 30D | -44.9% | -4.5% | -40.4% | -44.1% |
| 3M | -39.3% | +8.5% | -47.8% | -41.9% |
| 6M | -20.2% | -3.3% | -16.8% | -20.7% |
| YTD | +52.5% | +55.7% | -3.2% | +15.8% |
| 1Y | +4.1% | +82.0% | -78.0% | -28.2% |
| 3Y | +211.7% | +62.5% | +149.2% | +99.3% |
| All | +162.2% | +69.3% | +92.9% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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