+228.9%
ARM vs RUN
-8.7%
+237.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.6% |
| 7D | -15.2% | +33.4% | -48.6% | -19.1% |
| 30D | -40.7% | +31.1% | -71.8% | -43.3% |
| 3M | -39.1% | +6.4% | -45.5% | -40.0% |
| 6M | -26.4% | -22.2% | -4.2% | -24.4% |
| YTD | +59.7% | -45.8% | +105.5% | +67.9% |
| 1Y | +10.3% | -51.1% | +61.5% | +16.8% |
| 3Y | +228.9% | -3.0% | +231.9% | +192.7% |
| All | +228.9% | -8.7% | +237.5% | +192.7% |
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 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