+86.1%
ARM vs SPG
+21.3%
+64.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +3.7% |
| 7D | +5.5% | -2.4% | +7.8% | +5.0% |
| 30D | -8.2% | -6.8% | -1.4% | -9.4% |
| 3M | -35.9% | +2.7% | -38.6% | -38.5% |
| 6M | +103.1% | +5.5% | +97.7% | +86.5% |
| YTD | +130.6% | +15.7% | +114.9% | +112.7% |
| 1Y | +86.1% | +20.9% | +65.2% | +71.5% |
| All | +86.1% | +21.3% | +64.7% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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