+74.5%
T vs ARM
+239.6%
-165.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | -0.2% |
| 7D | +2.5% | +9.1% | -6.6% | +3.0% |
| 30D | -3.8% | -19.9% | +16.2% | -4.5% |
| 3M | -8.7% | -31.6% | +22.9% | -9.8% |
| 6M | -8.1% | -13.9% | +5.7% | -8.1% |
| YTD | -6.4% | +74.3% | -80.8% | -3.6% |
| 1Y | -9.8% | +35.8% | -45.5% | -7.8% |
| 3Y | +65.5% | +268.6% | -203.1% | +71.2% |
| All | +74.5% | +239.6% | -165.2% | +82.2% |
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