+185.4%
ARM vs SNPS
-2.0%
+187.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.7% |
| 7D | -10.4% | -0.6% | -9.7% | -9.7% |
| 30D | -31.8% | -9.8% | -22.0% | -27.2% |
| 3M | -32.2% | +11.7% | -44.0% | -36.7% |
| 6M | -14.9% | -10.9% | -4.0% | -9.8% |
| YTD | +66.0% | -2.1% | +68.1% | +65.7% |
| 1Y | +17.2% | +14.8% | +2.4% | +7.0% |
| 3Y | +247.2% | -11.3% | +258.6% | +198.6% |
| All | +185.4% | -2.0% | +187.4% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 10y: compounded portfolio wealth divided by compounded SNPS 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…
10y analysis · Full analysis span regression · 6 months rolling