+296.4%
ARM vs REPL
-19.8%
+316.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.3% |
| 3M | -35.9% | +52.4% | -88.3% | -38.3% |
| 6M | +103.1% | +107.4% | -4.3% | +85.2% |
| YTD | +130.6% | +54.7% | +75.9% | +112.9% |
| 1Y | +86.1% | +158.9% | -72.8% | +64.3% |
| All | +296.4% | -19.8% | +316.3% | +208.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling