+29.3%
V vs ARM
+18.4%
+10.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.3% | +9.1% | +3.6% |
| 7D | +9.0% | -18.7% | +27.7% | +8.2% |
| 30D | +18.1% | -36.7% | +54.8% | +16.5% |
| 3M | +18.3% | -31.6% | +50.0% | +17.2% |
| 6M | +34.1% | -5.6% | +39.7% | +30.6% |
| YTD | +25.2% | +75.5% | -50.2% | +18.4% |
| 1Y | +29.3% | +19.3% | +10.0% | +19.3% |
| All | +29.3% | +18.4% | +10.9% | +19.3% |
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