+79.2%
V vs ARM
+223.5%
-144.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | +0.6% | -10.4% | +11.0% | +0.8% |
| 30D | +9.7% | -31.8% | +41.6% | +10.7% |
| 3M | +17.3% | -32.2% | +49.5% | +18.1% |
| 6M | +33.2% | -14.9% | +48.1% | +31.3% |
| YTD | +21.3% | +66.0% | -44.7% | +14.9% |
| 1Y | +27.3% | +17.2% | +10.1% | +22.7% |
| 3Y | +76.1% | +247.2% | -171.1% | +59.0% |
| All | +79.2% | +223.5% | -144.3% | +63.4% |
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