+19.3%
ARM vs SO
+3.3%
+16.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -6.0% |
| 7D | -18.7% | +1.7% | -20.4% | -17.0% |
| 30D | -36.7% | +11.1% | -47.8% | -28.9% |
| 3M | -31.6% | +0.7% | -32.3% | -31.3% |
| 6M | -5.6% | -1.4% | -4.3% | -4.4% |
| YTD | +75.5% | +9.4% | +66.0% | +88.9% |
| 1Y | +19.3% | +3.7% | +15.6% | +30.0% |
| All | +19.3% | +3.3% | +16.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling