+86.1%
ARM vs REPL
+161.1%
-75.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.6% | +4.0% |
| 7D | +5.5% | -3.0% | +8.4% | +5.6% |
| 30D | -8.2% | +27.1% | -35.3% | -9.2% |
| 3M | -35.9% | +52.4% | -88.3% | -37.9% |
| 6M | +103.1% | +107.4% | -4.3% | +87.8% |
| YTD | +130.6% | +54.7% | +75.9% | +115.6% |
| 1Y | +86.1% | +158.9% | -72.8% | +67.5% |
| All | +86.1% | +161.1% | -75.0% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling