+185.4%
ARM vs Z
-42.1%
+227.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -0.9% |
| 7D | -10.4% | -6.5% | -3.9% | -8.5% |
| 30D | -31.8% | -0.1% | -31.7% | -32.6% |
| 3M | -32.2% | -14.1% | -18.1% | -30.3% |
| 6M | -14.9% | -30.1% | +15.1% | -6.4% |
| YTD | +66.0% | -57.5% | +123.6% | +120.4% |
| 1Y | +17.2% | -60.3% | +77.5% | +59.9% |
| 3Y | +247.2% | -21.0% | +268.3% | +232.5% |
| All | +185.4% | -42.1% | +227.5% | +224.9% |
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