+74.5%
T vs ARM
+256.1%
-181.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.4% |
| 7D | +1.6% | +19.8% | -18.2% | +2.5% |
| 30D | -2.9% | -21.8% | +18.8% | -3.7% |
| 3M | -7.5% | -26.5% | +19.0% | -8.3% |
| 6M | -9.9% | -3.9% | -6.0% | -9.5% |
| YTD | -6.4% | +82.8% | -89.2% | -3.4% |
| 1Y | -9.4% | +34.3% | -43.7% | -7.4% |
| 3Y | +64.9% | +282.2% | -217.4% | +71.0% |
| All | +74.5% | +256.1% | -181.6% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling