+296.4%
ARM vs SNY
-6.5%
+302.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.9% |
| 7D | +5.5% | -1.3% | +6.7% | +5.6% |
| 30D | -8.2% | +3.4% | -11.6% | -8.7% |
| 3M | -35.9% | -0.3% | -35.6% | -36.0% |
| 6M | +103.1% | +1.0% | +102.1% | +102.2% |
| YTD | +130.6% | -3.6% | +134.3% | +131.2% |
| 1Y | +86.1% | +3.0% | +83.1% | +84.5% |
| All | +296.4% | -6.5% | +302.9% | +307.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling