+35.8%
ARM vs ROST
+43.7%
-7.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.1% |
| 7D | +9.1% | +0.3% | +8.9% | +9.2% |
| 30D | -19.9% | +0.5% | -20.4% | -19.6% |
| 3M | -31.6% | -5.2% | -26.4% | -30.6% |
| 6M | -13.9% | +9.8% | -23.7% | -18.0% |
| YTD | +74.3% | +29.4% | +44.9% | +66.7% |
| 1Y | +35.8% | +44.4% | -8.6% | +31.8% |
| All | +35.8% | +43.7% | -7.9% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling