+296.4%
ARM vs S
+18.1%
+278.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.7% |
| 7D | +5.5% | -7.7% | +13.2% | +9.2% |
| 30D | -8.2% | -5.3% | -2.9% | -6.8% |
| 3M | -35.9% | +20.3% | -56.2% | -42.5% |
| 6M | +103.1% | +47.4% | +55.7% | +61.7% |
| YTD | +130.6% | +32.5% | +98.1% | +92.1% |
| 1Y | +86.1% | +9.5% | +76.5% | +68.6% |
| All | +296.4% | +18.1% | +278.4% | +253.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling