+185.4%
ARM vs USFR
+14.8%
+170.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -1.9% |
| 7D | -10.4% | +0.1% | -10.5% | -9.0% |
| 30D | -31.8% | +0.4% | -32.2% | -26.7% |
| 3M | -32.2% | +1.1% | -33.3% | -17.8% |
| 6M | -14.9% | +2.1% | -17.0% | +22.5% |
| YTD | +66.0% | +3.4% | +62.6% | +186.0% |
| 1Y | +17.2% | +4.1% | +13.1% | +118.0% |
| 3Y | +247.2% | +14.4% | +232.8% | +2,202.5% |
| All | +185.4% | +14.8% | +170.6% | +1,946.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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