+174.6%
ARM vs S
+29.3%
+145.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.0% |
| 7D | -15.2% | -13.4% | -1.8% | -9.6% |
| 30D | -40.7% | -14.0% | -26.7% | -36.6% |
| 3M | -39.1% | +4.9% | -44.0% | -41.4% |
| 6M | -26.4% | +42.0% | -68.4% | -39.6% |
| YTD | +59.7% | +45.1% | +14.6% | +26.8% |
| 1Y | +10.3% | +33.1% | -22.7% | -9.6% |
| 3Y | +228.9% | +40.6% | +188.2% | +163.6% |
| All | +174.6% | +29.3% | +145.3% | +133.2% |
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