+35.8%
ARM vs TER
+41.9%
-6.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.4% | +0.8% | -1.3% |
| 7D | +9.1% | +14.4% | -5.2% | +0.6% |
| 30D | -19.9% | -30.6% | +10.6% | -0.7% |
| 3M | -31.6% | -39.2% | +7.6% | -8.8% |
| 6M | -13.9% | -31.3% | +17.4% | +6.6% |
| YTD | +74.3% | +29.1% | +45.2% | +65.9% |
| 1Y | +35.8% | +47.4% | -11.6% | +22.3% |
| All | +35.8% | +41.9% | -6.1% | +22.3% |
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