+174.6%
ARM vs RF
+78.5%
+96.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.0% |
| 7D | -15.2% | -0.9% | -14.3% | -14.7% |
| 30D | -40.7% | +6.0% | -46.7% | -42.9% |
| 3M | -39.1% | -8.9% | -30.2% | -35.6% |
| 6M | -26.4% | +2.3% | -28.8% | -28.7% |
| YTD | +59.7% | +7.6% | +52.2% | +48.5% |
| 1Y | +10.3% | +21.2% | -10.8% | -6.0% |
| 3Y | +228.9% | +108.5% | +120.3% | +89.9% |
| All | +174.6% | +78.5% | +96.1% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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