+162.2%
ARM vs SFM
+29.1%
+133.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.1% | -7.9% | -12.7% |
| 7D | -27.1% | +7.5% | -34.6% | -27.6% |
| 30D | -44.9% | -20.8% | -24.1% | -43.9% |
| 3M | -39.3% | -39.4% | +0.1% | -36.4% |
| 6M | -20.2% | -34.5% | +14.3% | -18.6% |
| YTD | +52.5% | -35.2% | +87.8% | +54.3% |
| 1Y | +4.1% | -35.3% | +39.4% | +5.1% |
| 3Y | +211.7% | +23.9% | +187.8% | +140.0% |
| All | +162.2% | +29.1% | +133.1% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling