+296.4%
ARM vs SMR
+50.9%
+245.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.0% |
| 7D | +5.5% | +4.4% | +1.0% | +4.5% |
| 30D | -8.2% | +3.4% | -11.6% | -9.1% |
| 3M | -35.9% | -19.2% | -16.8% | -33.2% |
| 6M | +103.1% | -22.6% | +125.8% | +111.6% |
| YTD | +130.6% | -31.5% | +162.2% | +142.1% |
| 1Y | +86.1% | -73.1% | +159.1% | +121.0% |
| All | +296.4% | +50.9% | +245.6% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling