+35.8%
ARM vs ROL
-31.8%
+67.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -3.6% |
| 7D | +9.1% | +3.0% | +6.1% | +10.4% |
| 30D | -19.9% | +19.8% | -39.7% | -13.9% |
| 3M | -31.6% | +7.9% | -39.5% | -28.3% |
| 6M | -13.9% | -25.6% | +11.8% | -13.2% |
| YTD | +74.3% | -34.1% | +108.4% | +86.2% |
| 1Y | +35.8% | -31.4% | +67.2% | +49.5% |
| All | +35.8% | -31.8% | +67.6% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling