+219.8%
ARM vs RUN
-37.6%
+257.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +4.1% | +7.9% | +11.4% |
| 7D | +6.0% | +3.2% | +2.8% | +5.1% |
| 30D | -20.3% | +19.5% | -39.8% | -23.0% |
| 3M | -24.4% | -9.6% | -14.8% | -23.8% |
| 6M | -4.4% | -37.3% | +32.9% | +1.5% |
| YTD | +86.0% | -50.7% | +136.7% | +98.9% |
| 1Y | +35.8% | -54.1% | +89.9% | +46.1% |
| 3Y | +289.1% | -3.9% | +293.0% | +218.5% |
| All | +219.8% | -37.6% | +257.4% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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