+193.0%
ARM vs SM
-23.2%
+216.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.7% | +9.4% | +7.2% |
| 7D | -5.3% | -22.3% | +16.9% | -0.7% |
| 30D | -30.0% | -21.4% | -8.7% | -26.9% |
| 3M | -34.1% | +1.4% | -35.4% | -35.8% |
| 6M | -12.6% | +0.1% | -12.8% | -16.6% |
| YTD | +70.4% | +59.0% | +11.5% | +31.4% |
| 1Y | +22.3% | +64.3% | -42.1% | -7.6% |
| 3Y | +261.2% | -13.1% | +274.3% | +210.2% |
| All | +193.0% | -23.2% | +216.2% | +149.3% |
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