+199.6%
ARM vs SO
+48.4%
+151.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -3.8% |
| 7D | +9.1% | +1.4% | +7.8% | +10.1% |
| 30D | -19.9% | +4.7% | -24.7% | -16.9% |
| 3M | -31.6% | +1.7% | -33.3% | -30.5% |
| 6M | -13.9% | +2.2% | -16.0% | -11.3% |
| YTD | +74.3% | +10.0% | +64.3% | +87.2% |
| 1Y | +35.8% | +6.0% | +29.7% | +43.5% |
| 3Y | +268.6% | +54.1% | +214.5% | +312.2% |
| All | +199.6% | +48.4% | +151.2% | +241.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling