+296.4%
ARM vs Z
-30.9%
+327.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.6% |
| 7D | +5.5% | -3.0% | +8.5% | +6.5% |
| 30D | -8.2% | -4.2% | -4.0% | -7.5% |
| 3M | -35.9% | -3.7% | -32.2% | -36.1% |
| 6M | +103.1% | -24.5% | +127.6% | +121.7% |
| YTD | +130.6% | -49.3% | +179.9% | +193.3% |
| 1Y | +86.1% | -58.7% | +144.7% | +156.2% |
| All | +296.4% | -30.9% | +327.3% | +332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling