+199.6%
ARM vs Z
-40.4%
+240.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.5% | -8.1% | -5.7% |
| 7D | +9.1% | +0.8% | +8.3% | +8.8% |
| 30D | -19.9% | +5.2% | -25.1% | -22.1% |
| 3M | -31.6% | -17.0% | -14.6% | -28.6% |
| 6M | -13.9% | -22.7% | +8.8% | -8.7% |
| YTD | +74.3% | -56.3% | +130.6% | +129.3% |
| 1Y | +35.8% | -57.7% | +93.4% | +80.6% |
| 3Y | +268.6% | -16.5% | +285.2% | +245.6% |
| All | +199.6% | -40.4% | +240.1% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling