+193.0%
ARM vs SPG
+133.3%
+59.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +5.7% |
| 7D | -5.3% | +5.1% | -10.4% | -7.6% |
| 30D | -30.0% | +16.8% | -46.9% | -35.6% |
| 3M | -34.1% | +5.7% | -39.7% | -36.0% |
| 6M | -12.6% | +17.8% | -30.4% | -22.8% |
| YTD | +70.4% | +30.1% | +40.3% | +40.3% |
| 1Y | +22.3% | +32.8% | -10.5% | -1.0% |
| 3Y | +261.2% | +137.2% | +124.0% | +74.8% |
| All | +193.0% | +133.3% | +59.7% | +47.2% |
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