+174.6%
ARM vs ROL
+7.4%
+167.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +4.6% |
| 7D | -15.2% | +9.5% | -24.7% | -14.8% |
| 30D | -40.7% | +22.9% | -63.6% | -40.2% |
| 3M | -39.1% | +3.5% | -42.6% | -38.5% |
| 6M | -26.4% | -29.4% | +3.0% | -23.1% |
| YTD | +59.7% | -36.1% | +95.8% | +69.8% |
| 1Y | +10.3% | -34.4% | +44.7% | +16.6% |
| 3Y | +228.9% | +4.0% | +224.8% | +206.9% |
| All | +174.6% | +7.4% | +167.2% | +151.5% |
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 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