+71.6%
T vs ARM
+197.2%
-125.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.1% | +13.0% | -0.6% |
| 7D | +4.3% | -27.1% | +31.4% | +3.0% |
| 30D | -9.7% | -44.9% | +35.2% | -11.7% |
| 3M | -4.3% | -39.3% | +35.0% | -5.9% |
| 6M | -13.7% | -20.2% | +6.5% | -13.9% |
| YTD | -8.0% | +52.5% | -60.5% | -5.8% |
| 1Y | -6.9% | +4.1% | -11.0% | -5.8% |
| 3Y | +59.7% | +211.7% | -152.0% | +64.5% |
| All | +71.6% | +197.2% | -125.5% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling