+219.8%
ARM vs SM
-17.8%
+237.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +5.6% | +6.5% | +10.9% |
| 7D | +6.0% | +0.3% | +5.7% | +6.1% |
| 30D | -20.3% | -17.3% | -3.0% | -17.6% |
| 3M | -24.4% | -3.6% | -20.8% | -25.1% |
| 6M | -4.4% | +2.9% | -7.3% | -8.6% |
| YTD | +86.0% | +70.2% | +15.8% | +41.6% |
| 1Y | +35.8% | +66.5% | -30.7% | +3.9% |
| 3Y | +289.1% | -8.2% | +297.3% | +229.9% |
| All | +219.8% | -17.8% | +237.6% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling