+199.6%
ARM vs SNY
+2.2%
+197.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | +9.1% | +2.8% | +6.3% | +8.9% |
| 30D | -19.9% | +21.6% | -41.6% | -21.1% |
| 3M | -31.6% | +10.5% | -42.1% | -32.0% |
| 6M | -13.9% | +14.0% | -27.9% | -15.1% |
| YTD | +74.3% | +5.4% | +69.0% | +74.1% |
| 1Y | +35.8% | -2.5% | +38.3% | +37.3% |
| 3Y | +268.6% | +22.1% | +246.5% | +273.1% |
| All | +199.6% | +2.2% | +197.4% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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