+17.2%
ARM vs SO
+6.1%
+11.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.5% |
| 7D | -10.4% | -0.1% | -10.3% | -10.5% |
| 30D | -31.8% | +8.7% | -40.5% | -25.0% |
| 3M | -32.2% | +3.4% | -35.6% | -29.8% |
| 6M | -14.9% | +3.7% | -18.6% | -11.0% |
| YTD | +66.0% | +10.0% | +56.0% | +79.5% |
| 1Y | +17.2% | +6.6% | +10.6% | +29.7% |
| All | +17.2% | +6.1% | +11.1% | +29.7% |
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