+214.0%
ARM vs TER
+144.0%
+70.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -15.2% | +2.2% | -3.1% |
| 7D | -27.1% | -28.2% | +1.1% | -9.4% |
| 30D | -44.9% | -50.6% | +5.7% | -13.2% |
| 3M | -39.3% | -45.3% | +6.1% | -11.0% |
| 6M | -20.2% | -40.4% | +20.2% | +9.7% |
| YTD | +52.5% | +10.0% | +42.5% | +31.8% |
| 1Y | +4.1% | +13.6% | -9.6% | -12.6% |
| All | +214.0% | +144.0% | +70.0% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling