+19.3%
ARM vs TER
+42.7%
-23.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.8% | +1.5% | -1.2% |
| 7D | -18.7% | -19.9% | +1.2% | -7.1% |
| 30D | -36.7% | -43.5% | +6.9% | -11.5% |
| 3M | -31.6% | -37.8% | +6.1% | -10.2% |
| 6M | -5.6% | -25.6% | +19.9% | +13.4% |
| YTD | +75.5% | +29.8% | +45.6% | +63.6% |
| 1Y | +19.3% | +43.2% | -23.8% | +6.2% |
| All | +19.3% | +42.7% | -23.3% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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