+296.4%
ARM vs SO
+39.8%
+256.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.7% | +3.4% |
| 7D | +5.5% | -0.2% | +5.6% | +5.4% |
| 30D | -8.2% | -4.6% | -3.6% | -11.1% |
| 3M | -35.9% | -3.0% | -32.9% | -36.8% |
| 6M | +103.1% | -8.3% | +111.4% | +95.4% |
| YTD | +130.6% | +3.5% | +127.1% | +136.6% |
| 1Y | +86.1% | -0.9% | +87.0% | +87.3% |
| All | +296.4% | +39.8% | +256.7% | +331.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling