+219.8%
ARM vs REPL
+16.1%
+203.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -6.4% | +18.5% | +12.3% |
| 7D | +6.0% | +5.3% | +0.8% | +5.7% |
| 30D | -20.3% | +66.6% | -87.0% | -22.3% |
| 3M | -24.4% | +59.6% | -83.9% | -26.2% |
| 6M | -4.4% | +482.4% | -486.7% | -14.6% |
| YTD | +86.0% | +124.1% | -38.0% | +68.4% |
| 1Y | +35.8% | +138.6% | -102.7% | +22.5% |
| 3Y | +289.1% | +96.0% | +193.0% | +208.1% |
| All | +219.8% | +16.1% | +203.7% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling