+315.5%
ARM vs SCHG
+85.4%
+230.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +2.5% |
| 7D | +12.5% | -0.9% | +13.4% | +14.5% |
| 30D | -1.4% | -2.3% | +0.9% | +3.5% |
| 3M | -18.7% | +4.5% | -23.2% | -25.3% |
| 6M | +124.6% | +13.6% | +111.1% | +78.7% |
| YTD | +141.7% | +7.6% | +134.2% | +114.9% |
| 1Y | +87.7% | +13.0% | +74.6% | +51.1% |
| All | +315.5% | +85.4% | +230.2% | +34.5% |
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