+17.2%
ARM vs SM
+64.7%
-47.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.3% |
| 7D | -10.4% | -19.5% | +9.1% | -14.3% |
| 30D | -31.8% | -20.2% | -11.6% | -34.7% |
| 3M | -32.2% | -6.5% | -25.7% | -32.4% |
| 6M | -14.9% | +1.6% | -16.5% | -12.5% |
| YTD | +66.0% | +61.2% | +4.8% | +58.1% |
| 1Y | +17.2% | +65.4% | -48.1% | +13.5% |
| All | +17.2% | +64.7% | -47.5% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling