+71.5%
T vs ARM
+232.1%
-160.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.7% | -5.9% | +1.1% |
| 7D | +1.7% | -5.3% | +7.0% | +1.5% |
| 30D | -1.7% | -30.0% | +28.3% | -3.0% |
| 3M | -7.3% | -34.1% | +26.7% | -8.5% |
| 6M | -11.2% | -12.6% | +1.4% | -11.2% |
| YTD | -8.1% | +70.4% | -78.5% | -5.4% |
| 1Y | -8.0% | +22.3% | -30.3% | -6.3% |
| 3Y | +62.1% | +261.2% | -199.1% | +67.6% |
| All | +71.5% | +232.1% | -160.6% | +78.8% |
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