+10.3%
ARM vs SMR
-86.4%
+96.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +16.2% | -11.5% | -2.1% |
| 7D | -15.2% | -9.6% | -5.6% | -11.7% |
| 30D | -40.7% | -33.8% | -6.9% | -29.9% |
| 3M | -39.1% | -46.4% | +7.3% | -23.7% |
| 6M | -26.4% | -62.4% | +36.0% | +3.3% |
| YTD | +59.7% | -64.1% | +123.9% | +114.1% |
| 1Y | +10.3% | -84.3% | +94.7% | +73.8% |
| All | +10.3% | -86.4% | +96.7% | +73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling