+296.4%
ARM vs ROST
+102.7%
+193.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.2% |
| 7D | +5.5% | +0.9% | +4.5% | +4.8% |
| 30D | -8.2% | -8.9% | +0.7% | -2.8% |
| 3M | -35.9% | -0.8% | -35.1% | -36.5% |
| 6M | +103.1% | +8.5% | +94.6% | +87.0% |
| YTD | +130.6% | +28.6% | +102.0% | +84.9% |
| 1Y | +86.1% | +52.3% | +33.7% | +28.6% |
| All | +296.4% | +102.7% | +193.7% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling