+17.2%
ARM vs REPL
+175.2%
-158.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -2.8% |
| 7D | -10.4% | +12.7% | -23.1% | -10.8% |
| 30D | -31.8% | +73.5% | -105.3% | -33.6% |
| 3M | -32.2% | +70.3% | -102.5% | -34.0% |
| 6M | -14.9% | +472.0% | -486.9% | -22.5% |
| YTD | +66.0% | +139.5% | -73.5% | +46.7% |
| 1Y | +17.2% | +167.3% | -150.1% | +3.1% |
| All | +17.2% | +175.2% | -158.0% | +3.1% |
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