-9.1%
T vs ARM
+92.2%
-101.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.9% | -1.7% |
| 7D | -1.3% | +5.5% | -6.7% | -1.0% |
| 30D | +11.4% | -8.2% | +19.6% | +10.9% |
| 3M | +14.3% | -35.9% | +50.2% | +12.5% |
| 6M | -9.3% | +103.1% | -112.4% | -4.3% |
| YTD | +7.1% | +130.6% | -123.5% | +14.4% |
| 1Y | -9.1% | +86.1% | -95.2% | -3.4% |
| All | -9.1% | +92.2% | -101.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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