+185.4%
ARM vs SCHG
+79.4%
+106.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -1.1% |
| 7D | -10.4% | -1.3% | -9.1% | -7.2% |
| 30D | -31.8% | -7.9% | -24.0% | -16.9% |
| 3M | -32.2% | -5.4% | -26.8% | -21.4% |
| 6M | -14.9% | -0.6% | -14.3% | -9.0% |
| YTD | +66.0% | +4.1% | +61.9% | +63.1% |
| 1Y | +17.2% | +2.8% | +14.4% | +18.3% |
| 3Y | +247.2% | +77.7% | +169.6% | +24.6% |
| All | +185.4% | +79.4% | +106.0% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling