+86.1%
ARM vs SM
+37.6%
+48.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +3.7% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | -8.2% | +26.3% | -34.5% | -5.9% |
| 3M | -35.9% | +8.7% | -44.6% | -33.6% |
| 6M | +103.1% | +51.7% | +51.4% | +97.6% |
| YTD | +130.6% | +99.0% | +31.6% | +108.9% |
| 1Y | +86.1% | +34.6% | +51.5% | +98.2% |
| All | +86.1% | +37.6% | +48.5% | +98.2% |
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