+174.6%
ARM vs Z
-40.9%
+215.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.2% | +5.5% |
| 7D | -15.2% | -4.6% | -10.7% | -14.2% |
| 30D | -40.7% | +8.3% | -49.0% | -43.0% |
| 3M | -39.1% | -11.6% | -27.5% | -37.9% |
| 6M | -26.4% | -33.6% | +7.2% | -17.2% |
| YTD | +59.7% | -56.7% | +116.4% | +110.7% |
| 1Y | +10.3% | -59.1% | +69.5% | +48.9% |
| 3Y | +228.9% | -20.4% | +249.2% | +214.9% |
| All | +174.6% | -40.9% | +215.6% | +210.7% |
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