+296.4%
ARM vs RF
+91.9%
+204.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +5.5% | +1.3% | +4.1% | +4.6% |
| 30D | -8.2% | -3.6% | -4.6% | -6.1% |
| 3M | -35.9% | +8.1% | -44.0% | -39.6% |
| 6M | +103.1% | +11.5% | +91.6% | +86.5% |
| YTD | +130.6% | +15.6% | +115.0% | +105.5% |
| 1Y | +86.1% | +15.7% | +70.4% | +64.8% |
| All | +296.4% | +91.9% | +204.6% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling