+162.2%
ARM vs ROL
+9.7%
+152.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.0% | -14.1% | -13.0% |
| 7D | -27.1% | +11.7% | -38.9% | -26.6% |
| 30D | -44.9% | +27.7% | -72.6% | -44.3% |
| 3M | -39.3% | +3.7% | -43.0% | -38.5% |
| 6M | -20.2% | -27.8% | +7.6% | -16.4% |
| YTD | +52.5% | -34.7% | +87.2% | +62.4% |
| 1Y | +4.1% | -34.1% | +38.2% | +10.5% |
| 3Y | +211.7% | +5.9% | +205.8% | +191.6% |
| All | +162.2% | +9.7% | +152.5% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling