+162.2%
ARM vs S
+27.2%
+135.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -8.8% | -4.3% | -9.2% |
| 7D | -27.1% | -16.7% | -10.4% | -20.9% |
| 30D | -44.9% | -17.0% | -27.9% | -40.2% |
| 3M | -39.3% | +2.0% | -41.3% | -40.9% |
| 6M | -20.2% | +35.1% | -55.2% | -33.1% |
| YTD | +52.5% | +42.8% | +9.7% | +21.8% |
| 1Y | +4.1% | +27.7% | -23.7% | -13.0% |
| 3Y | +211.7% | +33.0% | +178.7% | +156.8% |
| All | +162.2% | +27.2% | +135.0% | +124.1% |
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