+219.8%
ARM vs SPG
+135.0%
+84.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.1% | +11.9% | +12.0% |
| 7D | +6.0% | +2.7% | +3.3% | +4.7% |
| 30D | -20.3% | +16.6% | -36.9% | -26.5% |
| 3M | -24.4% | +8.1% | -32.5% | -27.5% |
| 6M | -4.4% | +19.3% | -23.7% | -16.1% |
| YTD | +86.0% | +31.1% | +55.0% | +52.6% |
| 1Y | +35.8% | +32.8% | +3.0% | +10.2% |
| 3Y | +289.1% | +135.8% | +153.3% | +90.3% |
| All | +219.8% | +135.0% | +84.8% | +60.1% |
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