+10.3%
ARM vs SPG
+31.7%
-21.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +5.0% |
| 7D | -15.2% | +4.9% | -20.1% | -13.6% |
| 30D | -40.7% | +15.6% | -56.3% | -37.8% |
| 3M | -39.1% | +4.1% | -43.2% | -37.8% |
| 6M | -26.4% | +13.6% | -40.0% | -27.5% |
| YTD | +59.7% | +27.5% | +32.2% | +51.7% |
| 1Y | +10.3% | +32.2% | -21.9% | +8.4% |
| All | +10.3% | +31.7% | -21.3% | +8.4% |
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