+35.8%
ARM vs SNOW
+13.1%
+22.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.8% | +10.2% | +11.6% |
| 7D | +6.0% | +3.7% | +2.4% | +5.3% |
| 30D | -20.3% | -16.4% | -3.9% | -17.0% |
| 3M | -24.4% | -9.9% | -14.5% | -22.6% |
| 6M | -4.4% | +98.8% | -103.2% | -13.1% |
| YTD | +86.0% | +37.3% | +48.7% | +76.9% |
| 1Y | +35.8% | +11.0% | +24.8% | +32.9% |
| All | +35.8% | +13.1% | +22.7% | +32.9% |
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