+214.2%
ARM vs SMR
-25.0%
+239.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.8% | +6.1% | -0.1% |
| 7D | +19.8% | +10.3% | +9.5% | +17.1% |
| 30D | -21.8% | -25.7% | +4.0% | -16.7% |
| 3M | -26.5% | -49.7% | +23.2% | -15.8% |
| 6M | -3.9% | -59.8% | +55.9% | +15.2% |
| YTD | +82.8% | -66.0% | +148.7% | +120.8% |
| 1Y | +34.3% | -81.4% | +115.7% | +77.8% |
| 3Y | +282.2% | +130.6% | +151.6% | +199.3% |
| All | +214.2% | -25.0% | +239.2% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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