+86.1%
ARM vs SCHG
+16.6%
+69.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +5.9% |
| 7D | +5.5% | -0.7% | +6.2% | +7.1% |
| 30D | -8.2% | +0.2% | -8.4% | -8.9% |
| 3M | -35.9% | +2.2% | -38.2% | -38.2% |
| 6M | +103.1% | +15.0% | +88.1% | +57.6% |
| YTD | +130.6% | +9.2% | +121.5% | +95.1% |
| 1Y | +86.1% | +15.7% | +70.3% | +50.0% |
| All | +86.1% | +16.6% | +69.4% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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