+86.1%
ARM vs TE
+132.3%
-46.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.7% |
| 7D | +5.5% | -4.0% | +9.4% | +6.1% |
| 30D | -8.2% | -15.9% | +7.7% | -5.8% |
| 3M | -35.9% | -60.5% | +24.6% | -27.7% |
| 6M | +103.1% | -35.2% | +138.3% | +114.1% |
| YTD | +130.6% | -31.1% | +161.8% | +138.8% |
| 1Y | +86.1% | +148.6% | -62.6% | +75.4% |
| All | +86.1% | +132.3% | -46.3% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling