+86.1%
ARM vs TER
+203.7%
-117.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.4% | -1.5% | +1.1% |
| 7D | +5.5% | +0.6% | +4.9% | +5.1% |
| 30D | -8.2% | -8.3% | +0.1% | -4.5% |
| 3M | -35.9% | -12.2% | -23.7% | -32.6% |
| 6M | +103.1% | +17.0% | +86.1% | +90.4% |
| YTD | +130.6% | +84.6% | +46.0% | +86.9% |
| 1Y | +86.1% | +199.8% | -113.7% | +35.3% |
| All | +86.1% | +203.7% | -117.7% | +35.3% |
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