+228.9%
ARM vs USFR
+14.4%
+214.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +5.1% |
| 7D | -15.2% | +0.1% | -15.3% | -13.6% |
| 30D | -40.7% | +0.4% | -41.1% | -36.0% |
| 3M | -39.1% | +1.1% | -40.1% | -25.1% |
| 6M | -26.4% | +2.1% | -28.5% | +7.3% |
| YTD | +59.7% | +3.4% | +56.3% | +166.9% |
| 1Y | +10.3% | +4.1% | +6.2% | +96.0% |
| 3Y | +228.9% | +14.4% | +214.4% | +1,473.3% |
| All | +228.9% | +14.4% | +214.4% | +1,473.3% |
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