+162.2%
ARM vs SNPS
-6.2%
+168.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.9% | -8.2% | -10.2% |
| 7D | -27.1% | -10.2% | -16.9% | -22.1% |
| 30D | -44.9% | -12.8% | -32.1% | -40.1% |
| 3M | -39.3% | +9.9% | -49.1% | -42.8% |
| 6M | -20.2% | -12.4% | -7.8% | -14.6% |
| YTD | +52.5% | -6.3% | +58.8% | +55.9% |
| 1Y | +4.1% | +7.6% | -3.5% | -1.6% |
| 3Y | +211.7% | -9.8% | +221.4% | +156.2% |
| All | +162.2% | -6.2% | +168.4% | +105.1% |
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