+17.2%
ARM vs Z
-60.5%
+77.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -2.2% |
| 7D | -10.4% | -6.5% | -3.9% | -9.5% |
| 30D | -31.8% | -0.1% | -31.7% | -31.8% |
| 3M | -32.2% | -14.1% | -18.1% | -31.6% |
| 6M | -14.9% | -30.1% | +15.1% | -9.4% |
| YTD | +66.0% | -57.5% | +123.6% | +91.0% |
| 1Y | +17.2% | -60.3% | +77.5% | +38.3% |
| All | +17.2% | -60.5% | +77.8% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling