+193.0%
ARM vs TER
+151.4%
+41.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +12.7% | -6.0% | -1.6% |
| 7D | -5.3% | -5.8% | +0.4% | -1.8% |
| 30D | -30.0% | -38.9% | +8.9% | -4.0% |
| 3M | -34.1% | -35.1% | +1.1% | -13.6% |
| 6M | -12.6% | -31.6% | +18.9% | +8.9% |
| YTD | +70.4% | +27.2% | +43.2% | +33.2% |
| 1Y | +22.3% | +35.2% | -13.0% | -9.1% |
| 3Y | +261.2% | +192.8% | +68.4% | +28.8% |
| All | +193.0% | +151.4% | +41.6% | +18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling