+86.1%
ARM vs SNOW
+51.4%
+34.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.4% | +9.3% | +5.0% |
| 7D | +5.5% | +2.8% | +2.7% | +4.5% |
| 30D | -8.2% | +6.4% | -14.6% | -9.8% |
| 3M | -35.9% | +38.1% | -74.0% | -40.4% |
| 6M | +103.1% | +100.4% | +2.7% | +77.3% |
| YTD | +130.6% | +53.7% | +76.9% | +118.2% |
| 1Y | +86.1% | +52.0% | +34.1% | +79.5% |
| All | +86.1% | +51.4% | +34.7% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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