+174.6%
ARM vs SM
-21.1%
+195.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.8% | +4.5% |
| 7D | -15.2% | -25.9% | +10.7% | -10.3% |
| 30D | -40.7% | -15.1% | -25.6% | -39.0% |
| 3M | -39.1% | +4.9% | -44.0% | -41.1% |
| 6M | -26.4% | +6.1% | -32.6% | -30.8% |
| YTD | +59.7% | +63.4% | -3.7% | +22.6% |
| 1Y | +10.3% | +72.5% | -62.1% | -17.8% |
| 3Y | +228.9% | -16.9% | +245.7% | +181.0% |
| All | +174.6% | -21.1% | +195.7% | +132.5% |
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