+79.0%
V vs ARM
+197.2%
-118.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.1% | +9.9% | -2.9% |
| 7D | +2.9% | -27.1% | +30.1% | +3.6% |
| 30D | +14.0% | -44.9% | +58.9% | +15.6% |
| 3M | +14.9% | -39.3% | +54.2% | +16.0% |
| 6M | +31.7% | -20.2% | +51.9% | +29.9% |
| YTD | +21.2% | +52.5% | -31.3% | +15.0% |
| 1Y | +25.3% | +4.1% | +21.2% | +21.2% |
| 3Y | +77.5% | +211.7% | -134.2% | +60.9% |
| All | +79.0% | +197.2% | -118.2% | +63.6% |
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