+174.6%
ARM vs TER
+123.0%
+51.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.2% | +3.0% |
| 7D | -15.2% | -20.5% | +5.2% | -1.4% |
| 30D | -40.7% | -47.0% | +6.3% | -10.4% |
| 3M | -39.1% | -43.3% | +4.2% | -12.6% |
| 6M | -26.4% | -42.9% | +16.5% | +3.5% |
| YTD | +59.7% | +12.9% | +46.9% | +35.4% |
| 1Y | +10.3% | +18.2% | -7.8% | -10.0% |
| 3Y | +228.9% | +151.8% | +77.1% | +31.0% |
| All | +174.6% | +123.0% | +51.6% | +20.5% |
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