+174.6%
ARM vs SPG
+128.7%
+45.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.3% |
| 7D | -15.2% | +4.9% | -20.1% | -17.2% |
| 30D | -40.7% | +15.6% | -56.3% | -45.2% |
| 3M | -39.1% | +4.1% | -43.2% | -40.5% |
| 6M | -26.4% | +13.6% | -40.0% | -33.4% |
| YTD | +59.7% | +27.5% | +32.2% | +32.8% |
| 1Y | +10.3% | +32.2% | -21.9% | -10.9% |
| 3Y | +228.9% | +126.0% | +102.8% | +65.5% |
| All | +174.6% | +128.7% | +45.9% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling