+162.2%
ARM vs SM
-21.8%
+184.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.6% | -8.5% | -12.2% |
| 7D | -27.1% | -25.1% | -2.0% | -23.1% |
| 30D | -44.9% | -15.6% | -29.3% | -43.3% |
| 3M | -39.3% | +2.7% | -42.0% | -41.0% |
| 6M | -20.2% | -3.8% | -16.3% | -23.0% |
| YTD | +52.5% | +61.8% | -9.3% | +17.3% |
| 1Y | +4.1% | +71.4% | -67.3% | -22.4% |
| 3Y | +211.7% | -20.7% | +232.4% | +167.4% |
| All | +162.2% | -21.8% | +184.0% | +122.4% |
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