+311.3%
ARM vs SCHG
+86.6%
+224.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +5.4% |
| 7D | +11.4% | -0.1% | +11.4% | +11.3% |
| 30D | -7.4% | -1.5% | -6.0% | -4.6% |
| 3M | -24.5% | +4.4% | -28.9% | -30.4% |
| 6M | +128.7% | +15.7% | +112.9% | +75.0% |
| YTD | +139.3% | +8.3% | +130.9% | +109.7% |
| 1Y | +88.0% | +14.2% | +73.7% | +48.0% |
| All | +311.3% | +86.6% | +224.6% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling