+228.9%
ARM vs REPL
+48.4%
+180.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.0% | -3.3% | +4.4% |
| 7D | -15.2% | +22.8% | -38.0% | -16.0% |
| 30D | -40.7% | +63.8% | -104.5% | -42.1% |
| 3M | -39.1% | +68.1% | -107.2% | -40.8% |
| 6M | -26.4% | +528.5% | -554.9% | -34.6% |
| YTD | +59.7% | +122.4% | -62.7% | +44.6% |
| 1Y | +10.3% | +154.4% | -144.0% | -0.8% |
| 3Y | +228.9% | +68.0% | +160.9% | +158.8% |
| All | +228.9% | +48.4% | +180.5% | +158.8% |
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