+162.2%
ARM vs REPL
+6.7%
+155.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.2% | -9.8% | -12.9% |
| 7D | -27.1% | +15.1% | -42.2% | -27.6% |
| 30D | -44.9% | +51.1% | -96.0% | -46.0% |
| 3M | -39.3% | +69.2% | -108.5% | -40.9% |
| 6M | -20.2% | +597.6% | -617.7% | -29.2% |
| YTD | +52.5% | +106.0% | -53.4% | +38.7% |
| 1Y | +4.1% | +133.3% | -129.3% | -6.0% |
| 3Y | +211.7% | +41.0% | +170.7% | +140.7% |
| All | +162.2% | +6.7% | +155.5% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling