+228.9%
ARM vs SMR
+43.9%
+184.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +16.2% | -11.5% | +1.2% |
| 7D | -15.2% | -9.6% | -5.6% | -13.3% |
| 30D | -40.7% | -33.8% | -6.9% | -35.3% |
| 3M | -39.1% | -46.4% | +7.3% | -31.2% |
| 6M | -26.4% | -62.4% | +36.0% | -10.9% |
| YTD | +59.7% | -64.1% | +123.9% | +91.0% |
| 1Y | +10.3% | -84.3% | +94.7% | +49.6% |
| 3Y | +228.9% | +55.8% | +173.0% | +187.8% |
| All | +228.9% | +43.9% | +184.9% | +187.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling