+214.2%
ARM vs Z
-42.4%
+256.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.0% |
| 7D | +19.8% | -4.9% | +24.7% | +21.8% |
| 30D | -21.8% | +3.0% | -24.7% | -23.4% |
| 3M | -26.5% | -13.4% | -13.1% | -24.6% |
| 6M | -3.9% | -27.3% | +23.4% | +4.1% |
| YTD | +82.8% | -57.8% | +140.5% | +143.2% |
| 1Y | +34.3% | -60.0% | +94.3% | +82.6% |
| 3Y | +282.2% | -21.5% | +303.7% | +266.9% |
| All | +214.2% | -42.4% | +256.6% | +258.6% |
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