+201.6%
ARM vs RF
+83.1%
+118.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -6.2% |
| 7D | -18.7% | +2.3% | -20.9% | -19.9% |
| 30D | -36.7% | +7.2% | -43.9% | -39.6% |
| 3M | -31.6% | -8.2% | -23.4% | -28.2% |
| 6M | -5.6% | +7.0% | -12.7% | -11.3% |
| YTD | +75.5% | +10.3% | +65.2% | +60.4% |
| 1Y | +19.3% | +25.1% | -5.7% | -0.6% |
| 3Y | +258.6% | +110.3% | +148.3% | +105.2% |
| All | +201.6% | +83.1% | +118.5% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling