+26.4%
V vs ARM
+4.6%
+21.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | +0.2% |
| 7D | +2.2% | -15.2% | +17.4% | +1.7% |
| 30D | +13.6% | -40.7% | +54.3% | +11.8% |
| 3M | +14.3% | -39.1% | +53.4% | +12.8% |
| 6M | +33.1% | -26.4% | +59.5% | +30.0% |
| YTD | +21.2% | +59.7% | -38.5% | +14.4% |
| 1Y | +26.4% | +10.3% | +16.1% | +16.3% |
| All | +26.4% | +4.6% | +21.9% | +16.3% |
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