+296.4%
ARM vs TER
+264.8%
+31.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.5% | -1.6% | +0.4% |
| 7D | +5.5% | +0.6% | +4.8% | +4.9% |
| 30D | -8.2% | -8.3% | +0.1% | -3.7% |
| 3M | -35.9% | -12.2% | -23.7% | -32.0% |
| 6M | +103.1% | +17.1% | +86.0% | +74.8% |
| YTD | +130.6% | +84.7% | +45.9% | +42.0% |
| 1Y | +86.1% | +199.9% | -113.9% | -23.8% |
| All | +296.4% | +264.8% | +31.6% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling