+174.6%
ARM vs SNAP
-47.0%
+221.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.6% | +7.3% | +5.5% |
| 7D | -15.2% | -7.1% | -8.1% | -13.2% |
| 30D | -40.7% | -14.6% | -26.1% | -37.8% |
| 3M | -39.1% | -5.0% | -34.1% | -38.8% |
| 6M | -26.4% | -18.8% | -7.6% | -22.9% |
| YTD | +59.7% | -38.5% | +98.3% | +78.6% |
| 1Y | +10.3% | -38.1% | +48.4% | +22.8% |
| 3Y | +228.9% | -53.8% | +282.6% | +224.0% |
| All | +174.6% | -47.0% | +221.6% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling