+251.1%
ARM vs RUN
-6.4%
+257.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.6% | +8.0% | -1.1% |
| 7D | -10.4% | +0.3% | -10.7% | -10.8% |
| 30D | -31.8% | +14.0% | -45.8% | -33.6% |
| 3M | -32.2% | -11.8% | -20.5% | -31.5% |
| 6M | -14.9% | -40.4% | +25.5% | -9.5% |
| YTD | +66.0% | -52.7% | +118.7% | +77.6% |
| 1Y | +17.2% | -52.5% | +69.7% | +25.0% |
| All | +251.1% | -6.4% | +257.6% | +236.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling