+214.0%
ARM vs Z
-19.1%
+233.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -10.6% | -2.4% | -9.8% |
| 7D | -27.1% | -2.3% | -24.9% | -26.7% |
| 30D | -44.9% | +9.4% | -54.2% | -47.1% |
| 3M | -39.3% | -16.1% | -23.2% | -37.0% |
| 6M | -20.2% | -30.4% | +10.3% | -11.5% |
| YTD | +52.5% | -55.6% | +108.1% | +99.9% |
| 1Y | +4.1% | -58.5% | +62.6% | +40.1% |
| All | +214.0% | -19.1% | +233.0% | +203.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling