+228.9%
ARM vs ROST
+95.7%
+133.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.8% |
| 7D | -15.2% | +1.2% | -16.5% | -15.9% |
| 30D | -40.7% | +2.5% | -43.1% | -41.8% |
| 3M | -39.1% | -9.0% | -30.1% | -35.7% |
| 6M | -26.4% | +1.3% | -27.8% | -29.0% |
| YTD | +59.7% | +29.1% | +30.7% | +27.4% |
| 1Y | +10.3% | +45.4% | -35.1% | -20.9% |
| 3Y | +228.9% | +94.9% | +134.0% | +96.5% |
| All | +228.9% | +95.7% | +133.1% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling