+214.2%
ARM vs SM
-13.5%
+227.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -6.9% | -2.8% |
| 7D | +19.8% | +10.6% | +9.2% | +17.4% |
| 30D | -21.8% | -15.0% | -6.8% | -19.6% |
| 3M | -26.5% | +1.7% | -28.2% | -28.0% |
| 6M | -3.9% | +5.9% | -9.8% | -8.5% |
| YTD | +82.8% | +79.0% | +3.8% | +37.7% |
| 1Y | +34.3% | +84.7% | -50.4% | -0.5% |
| 3Y | +282.2% | -3.5% | +285.7% | +220.7% |
| All | +214.2% | -13.5% | +227.7% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling