+219.8%
ARM vs USFR
+14.8%
+205.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.9% |
| 6M | -4.4% | +2.1% | -6.4% | +37.7% |
| YTD | +86.0% | +3.4% | +82.6% | +220.3% |
| 1Y | +35.8% | +4.1% | +31.7% | +152.6% |
| 3Y | +289.1% | +14.4% | +274.7% | +2,476.8% |
| All | +219.8% | +14.8% | +205.0% | +2,189.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling