+162.2%
ARM vs SPG
+126.8%
+35.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.9% | -12.2% | -12.7% |
| 7D | -27.1% | +5.0% | -32.1% | -29.0% |
| 30D | -44.9% | +12.3% | -57.2% | -48.3% |
| 3M | -39.3% | +1.9% | -41.1% | -40.0% |
| 6M | -20.2% | +14.4% | -34.6% | -28.2% |
| YTD | +52.5% | +26.5% | +26.0% | +27.3% |
| 1Y | +4.1% | +30.7% | -26.6% | -15.4% |
| 3Y | +211.7% | +122.6% | +89.1% | +58.7% |
| All | +162.2% | +126.8% | +35.4% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling