+193.0%
ARM vs ROL
+9.7%
+183.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.1% | +4.6% | +6.8% |
| 7D | -5.3% | +7.5% | -12.9% | -4.9% |
| 30D | -30.0% | +21.1% | -51.2% | -29.4% |
| 3M | -34.1% | +3.1% | -37.2% | -33.3% |
| 6M | -12.6% | -27.4% | +14.8% | -8.7% |
| YTD | +70.4% | -34.7% | +105.2% | +81.4% |
| 1Y | +22.3% | -32.9% | +55.2% | +29.4% |
| 3Y | +261.2% | +6.1% | +255.0% | +237.4% |
| All | +193.0% | +9.7% | +183.3% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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