+214.2%
ARM vs TER
+169.5%
+44.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | +19.8% | +24.0% | -4.1% | +4.1% |
| 30D | -21.8% | -30.6% | +8.9% | -1.0% |
| 3M | -26.5% | -34.5% | +8.0% | -4.1% |
| 6M | -3.9% | -26.4% | +22.4% | +14.4% |
| YTD | +82.8% | +36.4% | +46.3% | +36.7% |
| 1Y | +34.3% | +47.4% | -13.1% | -5.5% |
| 3Y | +282.2% | +202.6% | +79.6% | +34.9% |
| All | +214.2% | +169.5% | +44.7% | +21.7% |
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