+228.9%
ARM vs SNOW
+83.9%
+144.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.4% | +3.9% |
| 7D | -15.2% | -9.9% | -5.4% | -11.9% |
| 30D | -40.7% | -17.1% | -23.6% | -36.5% |
| 3M | -39.1% | -13.2% | -25.8% | -36.2% |
| 6M | -26.4% | +97.4% | -123.8% | -42.9% |
| YTD | +59.7% | +25.8% | +34.0% | +44.4% |
| 1Y | +10.3% | +4.2% | +6.1% | +7.3% |
| 3Y | +228.9% | +91.3% | +137.5% | +128.9% |
| All | +228.9% | +83.9% | +144.9% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling