+20.3%
ARM vs SFM
-37.1%
+57.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +6.9% |
| 7D | -5.3% | -10.2% | +4.9% | -7.6% |
| 30D | -30.0% | -23.9% | -6.1% | -33.6% |
| 3M | -34.1% | -42.3% | +8.2% | -41.8% |
| 6M | -12.6% | -40.1% | +27.5% | -21.9% |
| YTD | +70.4% | -37.8% | +108.2% | +52.8% |
| All | +20.3% | -37.1% | +57.4% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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