+199.6%
ARM vs S
+31.8%
+167.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | +9.1% | +2.0% | +7.1% | +8.2% |
| 30D | -19.9% | -2.7% | -17.2% | -18.6% |
| 3M | -31.6% | -6.9% | -24.7% | -30.3% |
| 6M | -13.9% | +38.1% | -51.9% | -28.1% |
| YTD | +74.3% | +48.0% | +26.3% | +37.2% |
| 1Y | +35.8% | +34.5% | +1.3% | +11.0% |
| 3Y | +268.6% | +38.3% | +230.3% | +199.1% |
| All | +199.6% | +31.8% | +167.8% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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