+293.4%
ARM vs USFR
+14.3%
+279.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | 0.0% | +12.1% | +12.1% |
| 7D | +6.0% | +0.1% | +5.9% | +7.6% |
| 30D | -20.3% | +0.4% | -20.7% | -14.6% |
| 3M | -24.4% | +1.1% | -25.5% | -7.7% |
| 6M | -4.4% | +2.1% | -6.4% | +37.0% |
| YTD | +86.0% | +3.4% | +82.6% | +201.5% |
| 1Y | +35.8% | +4.1% | +31.7% | +130.5% |
| All | +293.4% | +14.3% | +279.1% | +1,047.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling