+174.6%
ARM vs SMR
-21.0%
+195.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +16.2% | -11.5% | +1.2% |
| 7D | -15.2% | -9.6% | -5.6% | -13.4% |
| 30D | -40.7% | -33.8% | -6.9% | -35.3% |
| 3M | -39.1% | -46.4% | +7.3% | -31.3% |
| 6M | -26.4% | -62.4% | +36.0% | -11.0% |
| YTD | +59.7% | -64.1% | +123.9% | +90.8% |
| 1Y | +10.3% | -84.3% | +94.7% | +49.6% |
| 3Y | +228.9% | +55.8% | +173.0% | +171.0% |
| All | +174.6% | -21.0% | +195.6% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling