+199.6%
ARM vs SNOW
+74.4%
+125.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.1% | -3.7% |
| 7D | +9.1% | +5.5% | +3.6% | +7.2% |
| 30D | -19.9% | -13.2% | -6.8% | -15.4% |
| 3M | -31.6% | -13.7% | -17.9% | -28.1% |
| 6M | -13.9% | +91.0% | -104.9% | -32.3% |
| YTD | +74.3% | +32.7% | +41.6% | +54.1% |
| 1Y | +35.8% | +13.3% | +22.5% | +27.5% |
| 3Y | +268.6% | +83.4% | +185.2% | +149.3% |
| All | +199.6% | +74.4% | +125.3% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling