+199.6%
ARM vs USFR
+14.9%
+184.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.3% |
| 7D | +9.1% | +0.1% | +9.1% | +10.3% |
| 30D | -19.9% | +0.4% | -20.3% | -14.5% |
| 3M | -31.6% | +1.1% | -32.7% | -17.0% |
| 6M | -13.9% | +2.0% | -15.9% | +23.7% |
| YTD | +74.3% | +3.5% | +70.8% | +201.3% |
| 1Y | +35.8% | +4.1% | +31.7% | +152.8% |
| 3Y | +268.6% | +14.4% | +254.2% | +2,322.0% |
| All | +199.6% | +14.9% | +184.8% | +2,053.4% |
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