+14.3%
V vs ARM
-45.9%
+60.2%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.1% | +9.9% | -3.4% |
| 7D | +2.9% | -27.1% | +30.1% | +1.1% |
| 30D | +14.0% | -44.9% | +58.9% | +9.5% |
| All | +14.3% | -45.9% | +60.2% | +9.7% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling