+228.9%
ARM vs SFM
+18.5%
+210.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.8% | +9.6% | +5.1% |
| 7D | -15.2% | -1.2% | -14.0% | -15.2% |
| 30D | -40.7% | -24.8% | -15.9% | -39.4% |
| 3M | -39.1% | -43.7% | +4.6% | -36.0% |
| 6M | -26.4% | -37.3% | +10.8% | -25.0% |
| YTD | +59.7% | -38.4% | +98.1% | +61.9% |
| 1Y | +10.3% | -36.9% | +47.3% | +10.8% |
| 3Y | +228.9% | +20.7% | +208.2% | +185.9% |
| All | +228.9% | +18.5% | +210.3% | +185.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling