+174.6%
ARM vs USFR
+14.8%
+159.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.2% |
| 3M | -39.1% | +1.1% | -40.1% | -26.0% |
| 6M | -26.4% | +2.1% | -28.5% | +5.8% |
| YTD | +59.7% | +3.4% | +56.3% | +173.1% |
| 1Y | +10.3% | +4.1% | +6.2% | +105.3% |
| 3Y | +228.9% | +14.4% | +214.4% | +2,082.5% |
| All | +174.6% | +14.8% | +159.8% | +1,854.0% |
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 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