+193.0%
ARM vs S
+39.7%
+153.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.0% | -1.3% | +3.2% |
| 7D | -5.3% | +1.6% | -6.9% | -5.7% |
| 30D | -30.0% | -10.5% | -19.6% | -26.5% |
| 3M | -34.1% | +9.9% | -44.0% | -37.7% |
| 6M | -12.6% | +41.8% | -54.4% | -27.8% |
| YTD | +70.4% | +56.8% | +13.6% | +30.8% |
| 1Y | +22.3% | +39.0% | -16.7% | -1.2% |
| 3Y | +261.2% | +53.8% | +207.4% | +177.7% |
| All | +193.0% | +39.7% | +153.3% | +140.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling