+214.2%
ARM vs ROST
+108.8%
+105.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.7% |
| 7D | +19.8% | +0.9% | +19.0% | +19.3% |
| 30D | -21.8% | +5.1% | -26.9% | -24.3% |
| 3M | -26.5% | -4.3% | -22.3% | -24.8% |
| 6M | -3.9% | +9.4% | -13.3% | -12.3% |
| YTD | +82.8% | +32.5% | +50.3% | +43.5% |
| 1Y | +34.3% | +46.9% | -12.6% | -3.7% |
| 3Y | +282.2% | +98.1% | +184.1% | +117.7% |
| All | +214.2% | +108.8% | +105.3% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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