+214.2%
ARM vs SNOW
+79.0%
+135.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.5% |
| 7D | +19.8% | +10.8% | +9.0% | +15.6% |
| 30D | -21.8% | -16.5% | -5.3% | -16.3% |
| 3M | -26.5% | -10.1% | -16.4% | -23.9% |
| 6M | -3.9% | +96.5% | -100.5% | -25.3% |
| YTD | +82.8% | +36.2% | +46.6% | +60.0% |
| 1Y | +34.3% | +10.7% | +23.6% | +27.7% |
| 3Y | +282.2% | +86.2% | +196.0% | +157.6% |
| All | +214.2% | +79.0% | +135.2% | +115.9% |
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