+296.4%
ARM vs SN
+343.5%
-47.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +5.0% | +4.4% |
| 7D | +5.5% | -9.3% | +14.8% | +10.4% |
| 30D | -8.2% | -4.8% | -3.4% | -6.2% |
| 3M | -35.9% | +40.4% | -76.3% | -46.5% |
| 6M | +103.1% | +50.9% | +52.2% | +63.2% |
| YTD | +130.6% | +54.9% | +75.7% | +81.7% |
| 1Y | +86.1% | +43.0% | +43.0% | +51.4% |
| All | +296.4% | +343.5% | -47.1% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling