+296.4%
ARM vs VO
+58.7%
+237.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.4% |
| 7D | +5.5% | -0.3% | +5.7% | +6.1% |
| 30D | -8.2% | -0.3% | -7.9% | -7.3% |
| 3M | -35.9% | +2.9% | -38.9% | -39.0% |
| 6M | +103.1% | +9.3% | +93.8% | +71.9% |
| YTD | +130.6% | +14.2% | +116.4% | +77.3% |
| 1Y | +86.1% | +15.3% | +70.8% | +40.1% |
| All | +296.4% | +58.7% | +237.7% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 all: compounded portfolio wealth divided by compounded VO 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…
all analysis · Full analysis span regression · 6 months rolling