+103.1%
ARM vs SMR
-22.8%
+125.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.2% |
| 7D | +5.5% | +4.4% | +1.0% | +2.9% |
| 30D | -8.2% | +3.4% | -11.6% | -11.0% |
| 3M | -35.9% | -19.2% | -16.8% | -29.4% |
| 6M | +103.1% | -22.6% | +125.8% | +143.5% |
| All | +103.1% | -22.8% | +125.9% | +143.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling