+185.4%
ARM vs RUN
-40.1%
+225.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.6% | +8.0% | -1.0% |
| 7D | -10.4% | +0.3% | -10.7% | -10.9% |
| 30D | -31.8% | +14.0% | -45.8% | -33.7% |
| 3M | -32.2% | -11.8% | -20.5% | -31.5% |
| 6M | -14.9% | -40.4% | +25.5% | -9.1% |
| YTD | +66.0% | -52.7% | +118.7% | +78.5% |
| 1Y | +17.2% | -52.5% | +69.7% | +25.6% |
| 3Y | +247.2% | -7.7% | +254.9% | +185.8% |
| All | +185.4% | -40.1% | +225.5% | +164.7% |
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