+78.8%
V vs ARM
+232.1%
-153.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.8% | -0.3% |
| 7D | -0.8% | -5.3% | +4.5% | -0.7% |
| 30D | +9.5% | -30.0% | +39.6% | +10.4% |
| 3M | +16.7% | -34.1% | +50.7% | +17.6% |
| 6M | +32.9% | -12.6% | +45.6% | +31.0% |
| YTD | +21.1% | +70.4% | -49.3% | +14.6% |
| 1Y | +26.6% | +22.3% | +4.4% | +21.9% |
| 3Y | +78.4% | +261.2% | -182.8% | +60.8% |
| All | +78.8% | +232.1% | -153.2% | +63.0% |
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