+296.4%
ARM vs PSA
+23.2%
+273.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.3% |
| 7D | +5.5% | -3.7% | +9.1% | +6.6% |
| 30D | -8.2% | -7.7% | -0.5% | -6.1% |
| 3M | -35.9% | -0.6% | -35.3% | -36.9% |
| 6M | +103.1% | -0.9% | +104.0% | +99.6% |
| YTD | +130.6% | +18.7% | +112.0% | +109.2% |
| 1Y | +86.1% | +7.6% | +78.4% | +76.2% |
| All | +296.4% | +23.2% | +273.2% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 all: compounded portfolio wealth divided by compounded PSA 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…
all analysis · Full analysis span regression · 6 months rolling