+185.4%
ARM vs SPGI
+30.0%
+155.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.6% |
| 7D | -10.4% | +1.6% | -11.9% | -10.5% |
| 30D | -31.8% | +16.1% | -47.9% | -33.3% |
| 3M | -32.2% | +15.5% | -47.7% | -33.8% |
| 6M | -14.9% | +19.6% | -34.5% | -18.5% |
| YTD | +66.0% | -3.6% | +69.6% | +71.5% |
| 1Y | +17.2% | +2.2% | +15.0% | +17.3% |
| 3Y | +247.2% | +30.1% | +217.1% | +192.0% |
| All | +185.4% | +30.0% | +155.4% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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