+199.6%
ARM vs REPL
+16.7%
+182.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.6% |
| 7D | +9.1% | +1.2% | +7.9% | +9.0% |
| 30D | -19.9% | +92.2% | -112.1% | -22.4% |
| 3M | -31.6% | +44.1% | -75.7% | -33.0% |
| 6M | -13.9% | +313.0% | -326.9% | -21.8% |
| YTD | +74.3% | +125.2% | -50.9% | +57.7% |
| 1Y | +35.8% | +143.8% | -108.0% | +22.4% |
| 3Y | +268.6% | +104.2% | +164.4% | +193.5% |
| All | +199.6% | +16.7% | +182.9% | +128.3% |
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