+17.2%
ARM vs RF
+19.4%
-2.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -10.4% | +0.3% | -10.7% | -10.3% |
| 30D | -31.8% | +6.2% | -38.0% | -32.8% |
| 3M | -32.2% | -7.8% | -24.4% | -30.6% |
| 6M | -14.9% | +5.9% | -20.8% | -18.1% |
| YTD | +66.0% | +9.0% | +57.0% | +53.3% |
| 1Y | +17.2% | +19.3% | -2.0% | +5.4% |
| All | +17.2% | +19.4% | -2.2% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling