+20.3%
ARM vs SN
+143.5%
-123.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.9% | +3.7% | +5.7% |
| 7D | -5.3% | +7.6% | -13.0% | -7.6% |
| 30D | -30.0% | +24.1% | -54.1% | -35.0% |
| 3M | -34.1% | +23.7% | -57.8% | -38.6% |
| 6M | -12.6% | +105.5% | -118.2% | -36.6% |
| YTD | +70.4% | +105.1% | -34.7% | +20.7% |
| All | +20.3% | +143.5% | -123.2% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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