+10.3%
ARM vs SO
+4.8%
+5.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +3.5% |
| 7D | -15.2% | -1.5% | -13.8% | -16.5% |
| 30D | -40.7% | +8.1% | -48.8% | -35.1% |
| 3M | -39.1% | +0.2% | -39.3% | -39.1% |
| 6M | -26.4% | +0.4% | -26.8% | -25.0% |
| YTD | +59.7% | +8.5% | +51.2% | +71.0% |
| 1Y | +10.3% | +4.9% | +5.4% | +19.4% |
| All | +10.3% | +4.8% | +5.5% | +19.4% |
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