+193.0%
ARM vs RUN
-33.0%
+226.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.4% | +9.1% | +7.0% |
| 7D | -5.3% | +18.1% | -23.4% | -8.0% |
| 30D | -30.0% | +27.5% | -57.5% | -33.0% |
| 3M | -34.1% | -4.5% | -29.6% | -34.0% |
| 6M | -12.6% | -33.3% | +20.7% | -8.1% |
| YTD | +70.4% | -47.1% | +117.5% | +80.4% |
| 1Y | +22.3% | -43.1% | +65.4% | +27.8% |
| 3Y | +261.2% | -3.0% | +264.2% | +198.2% |
| All | +193.0% | -33.0% | +226.0% | +167.4% |
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